IMO, Just get them out of the house! Especially if you have deities in the house. Personally when it comes to cockroaches, I capture them, shout Hare Krishna and throw them outside.
I wouldn't be concerned about what they do out there, and if they disturb others, but don't take it on yourself to kill them if you can avoid it.
Of course if the house is infested, then you may have to take matters into your own hands, but otherwise do what you can to prevent the presence of bugs.