The point is not the roaches. They're here because they're a playable, cheap card with grindy upside and play well with Dark Return.
This deck has very consistent opening hands due to playing a low curve and Amber Monuments.
I played with variants like +2 Friendly Wisp, +3 Annihilate, -1 Amber Monument, -4 Blistersting Wasp, -1 Banish, and even +2 Tock Tick. I never tried Devour but I doubt you'll have the spare 2 Power.
After playing Killers through Diamond, I would continue with this decklist. Against most decks you want to 1-for-1 and accept that eventually you'll build advantage via Echo, Obelisks, and Dawnwalkers.
You never have a nongame with a Monument in your mulligan. (Except influence screw, and drawing 2 Dark Return, 3 Xenan Initiation, 1 Seek...)