Are cockroaches a usable source of protein? Bear with me, this is an entirely serious if not necessarily particularly practical question :)

In The Damage Done, perhaps the best known notionally non-fiction Thai prison story (and, apparently, soon to be a movie), there are a lot of disgusting, gruesome and/or on occasion quite implausible stories, like elephants playing soccer using balls with prisoners inside.

One of these stories involves our hapless protagonist being thrown into "the hole" (isolation) for months, with only water and spoiled rice to eat.  According to the book, he survived because he was taught by Thai prisoners sharing the same fate to trap the plentiful cockroaches, feed the rice to them and then eat the cockroaches (yum yum!), which apparently also served as a source of protein.  Would this actually work?  More specifically, can cockroaches (or insects in general) convert a simple starch into protein, and would you get sick eating them?
http://www.cnn.com/2014/08/31/travel/china-cockroach-farming-food/

They should not be much different than crickets which are commonly consumed.  An insect which does not inherently produce a toxin should often be fairly safe depending on what they had been eating.  A sewer roach for instance would not be a good idea while a wood roach would likely be safe in a pinch.  I recall reality shows which would routinely make contestants eat giant hissing roaches something that might not be pleasant but which would not hurt the contestants.