Hi! Thank you for your question and your interest in WAKE.
It feels like a while since I made this (though it probably wasn't that long ago), but I believe my intention was that Roaches were very expendable. I wanted players to feel like Neo and Trinity in taking down a whole army of tactical wearing goons with relative ease.
I think it would work best if a player is capable of eliminating a Roach with a success on whatever roll they are doing towards that effort.
For example, if a player says "I want to shoot one of the three Roaches by the door with my crossbow, I'm trying to kill them" and then they roll a 5 they succeed and do exactly what they wanted. If they roll a 6 they succeed to greater effect, perhaps the fallen Roach falls into the other two leaving an opening for the rest of the party to attack. If they roll a 3-4 they succeed, but the Roach also fires back and deals 1 point of strain.
I imagined actions against Roaches that were not clear successes (5+) would always result in a single point of strain. Then if you want to create 'hardened' or 'veteran' Roaches or other more powerful enemies, have them deal more strain whenever they are encountered.
I hope this helps. I would love to hear how Nightmares manifest in your game!
Tim