As you can see in the picture, Dubia Roaches are very easy to tell the difference in Males and Females (Differences listed below).
Dubia Roach Adult Males: Have a dark distinct coloring to them. They also have large wings that expand across the entire length of their body (they cannot fly, these are solely for mating purposes). The males generally are lengthier as well. This is how you can tell them apart from females before their last molt (when they get dark coloring and wings). The males are skinnier with a narrower back end.They generally tend to be a lot more active are are harder to catch in a bin than the females. This makes them an exciting feeder!
Dubia Roach Adult Females: Have a shiny dark distinct coloring to them. They also have little nubs for wings. They are generally wider in size than males. You will notice the females back end is almost the same width as their mid section. This is different than males as males are narrower. This is also how you can spot them before their last molt (when they get dark in color and show their small wing nubs). You will be able to spot female nymphs as they will be much wider than male nymphs. Females are also a little slower and less likely to run across the entire bin to get away from you. They are like this because they have an instinct to protect their young and even give their life for them. You will notice in their egg crates you store them in that the adult female Dubia Roaches will sit in the cubby with her young to protect them. In fact she will most likely not move out when you stick your hand in there. You generally have to pick her out or tap the egg flat on the side of flat surface to get her bumped out of there.
Having given this information you can determine the sex of some of your nymphs in your colony. It would be wise to feed off some of the obvious males before you go feeding off your females. This way if they have the chance to grow up fully and become breeders. It can take up to 6 months for them to become breeders and start having babies which could be time consuming. But if you have the time to do this you will have a replenishing supply of Dubia Roaches in your feeder bins.