Wharf roaches are obnoxious. There when you don't want them, but when you do want them they never spawn. I've had the best luck spawning them on bamboo islands from the NMT islands. Just do the trick of creating a tarantula island (cut down coconut trees + pluck flowers) and they should spawn often on the rocks. Otherwise, just keep walking between rocks on your own island and occasionally dipping into a building. Nighttime is the best time for it since there won't be as many butterflies and dragonflies around. Eventually, a group of them will spawn. When one does, don't be a dumb like me and swing your net early. Just take your time and line it up right