In these situations you will always have casualties unfortunately.
Also worth noting is that, much like the creatures we feed them to, the insects themselves require different conditions in order to survive at their best, be that substrates, heat or humidity levels.
PS: Worth noting that the exception here in some cases may be isopods and springtails, I keep isopods living with most of my roach species and I rarely if ever have to do any cleanup at all as a result.
I have no tried this with the more aggressive species such as crickets because I do not provide those with any substrate.