Roaches are completely safe for axolotls. Many species of roaches are soft bodied. For example, Pycnoscelus surinamensis, Panchlora nivea, Paratemnopteryx couloniana, and Blatta lateralis. All these roaches are excellent food for axolotls, Tiger salamanders, spotted salamanders etc. Even my crested newts will hunt them down and eat them from the waters surface. Even Appropriate sized dubia roaches can be fed. Axolotls and other salamanders eat plenty of insects with hard exoskeletons in the wild. Do you think they just eat earthworms? That thinking is ludicrous. Giant water bugs, back swimmers, water boatmen, dragon fly larvae, grasshoppers, worms, cane fly larvae, small minnows, and even other axolotls are going to make up their natural diet. If they were not capable of digesting all that they couldn't and wouldn't exist. It's not like they go to Walmart for Canadian Crawlers when they are hungry. If you are still worried with dubia roaches, you can just pick out the white, recently shed dubia roaches that are still soft to feed. The important thing when feeding is giving a varied diet to all your animals. You will find healthier and better colored animals if you do.