1. Dubia roaches cannot climb vertical walls of plastic or glass, so you don't need Vaseline at all for them.
2. You don't even necessarily need lids. But leave at least 10 or better 15 cm free space from the top of your egg crates to the edge of the boxes. Very important. Otherwise they can stand up against the walls from the crates and lever themselves out.
3. No need to separate the smaller ones from the biggies, they don't eat each other
4. Offer dry food sparingly and replace only once it's eaten. Same with wet food - find a quantity that disappears within a day or so. This way you can avoid most of the goggas that tend to invade your roach colonies otherwise.
5. Good luck