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I know that most insects breathe through openings along the bottom of the thorax. Roaches do, and they are easy to eradicate using a fine powder which clogs up the breathing openings along the bottom of the thorax. Would this also work to kill bed bugs?
If you are heating the water there is no problem with using tap water that has chlorine in it. The chlorine boils off while the water is heating. I have known this from years of wine and beer making, so it is not a problem to start with chlorinated tap water. I also do this to prepare tap water to drink when my regular bottled drinking water is not available.