Found these in my roach colony

Mealworms, the ones you buy from pet stores/livefood retailers are grown on. Freshly hatched mealworms are tiny (just a few mm in length).

Or, more likely, buffalo worms. They are a smaller species, but otherwise very similar to mealworms. They often show up in roach colonies. They appeared in mine, too.

@The Grym Reaper Alright. Why would the seller put mealworm in his RR colony ? I bought these 500 roaches few weeks ago

@Otteresting They were probably used as clean up crew

Looks like a cross between buffalo beetle larvae and darkling beetle larvae.

@Otteresting Just as @The Grym Reaper had said, mealworms and some of their close relatives (darkling beetles) are used by many people as clean up crew in cricket and roach colonies since they are voracious and will eat almost anything. Dead roaches, roach waste, and leftover food particles are all fair game for these little guys. However, larger species like superworms (Zophobas morio) are not commonly used due to them often being more aggressive and more likely to eat the live roaches or crickets.

I would guess it is a newborn mealworm. If anything it will benefit your roach colony. They are also great for feeding tiny slings and other small critters when they are this size if you'd rather not risk it.