At the risk of people realising how thick I am - All I can see here is a Molotov Cocktail..! Do you fill the bottle with water and then place the bottle in with the colony? If so, won't many of the roach species be unable to climb to the wet wick?In my old lab, a wick system is what we used to water the blowfly colonies. Basically you get a bottle/jar with a narrow opening, roll a paper towel into a wick thick enough to fit tightly in the opening and long enough to reach the bottom of the bottle and stick out about 0.5 to 1 inch out of the bottle. We usually wrapped a bit of aluminum foil arouond the top of the bottle to secure the the wick.
OK Gelatin's off the list. Thanks for the confirmation - I'd read a few posts that suggested whilst gelatin would work, it might be more trouble than worth...No idea what agar agar is, though I'll find out...You could always use the absorbant layer of a disposable baby diaper. It is nothing more that cellulose fiber and polyacrylate polymer. Just add water to saturate and you could just spoon out servings to your bugs.
If try to make your own crystals avoid gelatin, stick with agar agar. Geltain will melt at temperatures lower than agar. And being protein (collagen), it is very sticky and provides excellent substrate for bacteria and fungal growth.