What a cutie! Looks like you've got a nice setup too. Good to get her on a wide variety of foods young! Just be sure those are feeder roaches, and not wild ones
I grew up with a house full of parrots who all went after bugs any chance they got. One got worms once after he got hold of a (wild) black house cricket. My amazon is too much of a he-diva to eat bugs
but he will eat (plain) scrambled eggs and a little cheese here and there. Best of luck with her!