When handling Madagascan giant hissing cockroaches (Gromphadorhina portentosa), you are really holding two arthropod species, not just one.
Indeed, anybody who handles hissing roaches (species in the genera Gromphadorhina and Elliptorhina, Blattodea: Blaberidae) is familiar with tiny mites that live on their bodies. The species of mite is Androlaelaps schaeferi (Arachnida: Acari: Mesostigmata: Laelapidae), formerly called Gromphadorholaelaps schaeferi, the hissing cockroach mite. An adult specimen is shown here on the pronotal shield of a Madagascan giant hissing roach.
Androlaelaps schaeferi occurs only on the large cockroaches of the genera Gromphadorhina and Elliptorhina. These roaches (and hence their associated mites) are endemic to Madagascar, though some hissing roaches, most notably Gromphadorhina portentosa (the Madagascan giant) and Elliptorhina javanica (the Halloween hisser), are now widely bred in the exotic-pet trade of North America.
The relationship between A. schaeferi and its hosts is an example of commensalism rather than true parasitism. The mites roam on the exoskeleton of the host cockroach and eat saliva and organic detritus left over from the host's feeding. For this reason, they are most commonly found on the ventral side of the host roach, near the mouth, though they often wander on the dorsum as well. The mites are not harmful to the roaches and, in fact, seem to confer a slight benefit by keeping them clean and thus helping to prevent fungal growths on the roaches' bodies.
Because they cannot survive off the body of a host, the mites on a roach that dies must transfer quickly to other hosts, but this is often an easy process because of the gregarious nature of hissing cockroaches.