Let me give you personal advice which grows bigger than just cockroaches.
When we refuse to allow some feeling to exist, we push it away, you shun it off, suppress it or burry it under "forgetfulness", by doing so the feeling doesn't die but is "delayed". Whenever you will come across that thing again (a fresh exposure) all hidden feelings will rush back to you in the same intensity as they existed before.
A good example is childhood love which you thought is forgotten in time but the moment you see the person, that comes back with the zeal it had.
If you want some feeling, fear or emotion to die out, you will have to live that feeling. If cockroaches are scaring you and you are running away from them, you are only postponing that experience until a time later - and next time when one cockroach shows up, all of your postponed energies rush back to you making you experience exactly what you didn't want to experience - but since you refuse to experience them again and run away from them, you postpone the experience one more time.
If there are people who suggest you do "exposure therapy", they are not wrong in their approach. If you understand why they are saying so, it will be easier for you to step in and do it.
When experiencing fear of cockroaches if you think it will be made easier then the answer is no. If you think it can be made less painful then the answer is no. If you think there is a formula by which you can reduce the intensity of your fear than the answer is still no. The only way to kill a feeling is to go through it. The only way to eliminate (and consume) a feeling is to go through it and experience it. Live it, let it come and let it do what it is going to do. It will be painful but after you go through your fears, they cannot scare you anymore as you have seen them and experienced them already. Then your "fears" will be part of "known and understood" and will slip from the category of "fears" to "uncomfortable experiences".
All fears are "fears of the unknown" - or you can also say, all fears we have are fears of "new" or "not experienced yet". Everything which is "new" and "un-experienced" scares you. Sometimes people are scared of success as that too is a situation. they haven't experienced. So let the "new" experience (experience with cockroaches) stop being new. Experience your fear in a controlled environment where others (who you trust) are there. Live it. Your fear will die as you allow it to come to you, go through you and exit your life for ever.