You probably don't want to know this but they can get through just about anything including brick walls. I took down a section of wall on a rehab recently and in the loose mortar joints were hundreds of eggs, all through out. Wherever I repoint, i find eggs. Joist pockets, more roach eggs. They can squeeze into extremely small spaces, travel through out your house and breed that way.
My best advice is to use poison like Combat and to be careful how you store your food and garbage.
I've used this stuff in the past and it worked great! Its a bait that when ingested by the roaches, kills them. 2 applications and never saw a fucker again. https://www.amazon.ca/gp/product/B000HJBK2G/ref=oh_aui_detailpage_o04_s00?ie=UTF8&psc=1
http://www.amazon.ca/dp/B000HJBK2G I tried this one. But it doesn't work.