The first Cockroach will always stay in the ceiling. Mega Man has to use the Pharaoh Shot or Drill Bomb in order to defeat it.
The second Cockroach will always walk on the room. Mega Man has to use the Pharaoh Shot or Drill Bomb to destroy it. He should be careful, because there are spikes.
Mega Man shouldn't use the Flash Stopper against the Cockroach Twin. He won't leave and he has to die or restart.
Using Wire makes Mega Man get stuck until he drops.