This is one of Kathy's kids

I just got into the hobby of beekeeping this year, and started a colony of Italians in July. They are still week, and have about 6-7 frames pretty well drawn out in the lower deep. Two weeks ago while inspecting I noticed one or two roaches crawling around in the hive, I did away with them and didn't think much more about it. Then while inspecting the hive today I found a LOT more, also, there were large grubs and cocoons on some of the unoccupied (by bees) frames, which I assumed are from the roaches? I believe I got out all of the cocoons and grubs, but the roaches were very fast and a lot got away. What can I do to get rid of them and prevent them from coming back? I'm guessing once the hive gets stronger the bees will keep them out themselves? I'm also worried that the colony will not be strong enough to make it through the winter, is there something I can do (other than feeding) to help build them up? Thanks