And regardless of what you may have heard, the chances of you bringing roaches home from the supermarket, are virtually nil. At least from any supermarket you might want to shop in. You have much more of a chance with some other commodity. Such as bottled or canned beverages, which are manufactured, and then sometimes stored for long periods in areas where they can accumulate roaches from other goods or equipment. It isn't the cans or bottles, it's the cardboard containers used to ship them.
Corrugated cartons contain corrugations which can become perfect egg and roach breeding grounds.
All you need is one egg case, a german roach egg may contain up to 52 new little roaches. And there's almost never only one. Six months later you have a real problem. These are commonly used by exterminators for several different situations. Get the cheapest.