leevonk

If they feel threatened, or they think you are food, they will bite, just like they would in the wild. They can also learn though and they wouldn't want to waste time and energy trying to eat something that's not food. So if they think you're food the first time you handle them, and they take a nibble, they probably won't bite you again in the future, because they will probably learn that the smell of your hand is not food. However, if you feed them from your hand often, they may never learn that your hand's smell = "no food", they may in fact learn the opposite, and start biting you more. So if you don't want them to bite when you handle them, it would be safest to not feed them from your hand.

By the way, all of that is a theory based on what I know about animal learning. I've never handled cockroaches as pets, so take my advice with a grain of salt.