break them down and roll blunts!
i would think cooking with roaches would be pretty gross. roaches are ok to smoke as long as you cut the burnt part off so there's little or no black left. if it's really good shit you can peel it, break it up and stick it in a bong and it won't taste that bad. to roll them up i need flavored papers. smoking roaches in any form that still have the burnt part is always gross. throwing them away if they are a decent size is such a waste unless you have access to so much weed that you know for certain you will never be without. we can't all grow fields of the stuff.
considering im a blunt guy if i were you i would unwrap all of em, go get a cigar, and roll a straight up weed cigar, with like a quarter of it lol. ive only done it with middies since i cant afford to do that with heads, but that would last you like a week if u smoked anytime u wanted to haha