I find that walking around athe a fairly slow pace makes it so you can spot them without scaring them off. After you see one, immediately hold down "a" and creep towards them until you catch them ^.^
Oh! I remember when my villagers kept on requesting these roaches! I did catch them a couple of times, but I didn't want them having roaches in their houses so stopped accepting their requests.
You definitely need to stake them out, and then slowly walk up to them. Try approach them so they don't immediately run into the ocean.
They are actually on your own beach right now, so you don't need to go to the island for them anymore. I think they are anmoying because they keep running on your beach being useless.
I catch mine at the island usually the ones that are closer to the grass area, I find it easier, but yeah I try to walk very slowly and swing the net asap xD