The superworms don't climb either and I don't care for roaches. Haha. I do buy dubai on occasion, but I don't think I'll breed them even if it would probably be easier! I've never been bit, but I've heard they can't even break the skin. I built my tortoises enclosures, but I bought the largest...
I'm actually in the process of breeding superworms. It has been about 4 months since I started and I barley have baby worms! It's a long process, but I'd definitely get the starter colony to save time.
For just the dragon I spend about 25 a week in bugs. But as a juvi their diet consists of 80% bugs and 20% greens. At a year old it's 80% greens and 20% bugs. Maybe adopt one that's about a year or I've seen people sell starter colonies for dubai as long as you don't live in Florida. Look online...