1 egg, 4 roaches, 4 shot glasses.
the shot glasses are VERY intentional.

order your items like this:
egg
shot glass
roach
shot glass
roach
shot glass
roach
shot glass
roach

(or put the egg at the end, but keep the shot glass and roach alternating).

when you place a shot glass, put a roach inside of it head DOWN. when it jumps it'll hop a little bit, but usually not out of the glass. if they are head UP they will completely jump out which is bad.
if you dont get a roach in chuck something off the edge of the pan or hit esc and then start. be patient, get lucky with the roach orientation, and finesse the pan when you have the roaches contained.