Researcher Sanchari Banerjee told the Times of India, "The crystals are like a complete food — they have proteins, fats, and sugars. If you look into the protein sequences, they have all the essential amino acids."
It seems we might not be glugging the stuff anytime soon though, as the process of extracting the "milk" actually kills the cockroaches. You also need a hell of a lot of insects to get a glass of "milk".
According to science site Inverse, scientists carve out the cockroach's gut with a scalpel to harvest the "milk", which looks like crystals. It's thought it takes one person half a day to process the "milk" of two to three roaches. So a very slow and not-so-lucrative process.
Cockroaches could still be coming to a diet near you in other forms, however. Scientists from the Federal University of Rio Grande in Brazil created flour made from cockroaches, which contains 40 percent more protein than standard plain flour. Like cockroach "milk", the flour contained a large number of amino acids and some lipids and fatty acids as well.