My recommendation would be to place the insect on a piece of cardboard, position all of the appendages where or how you want them to be displayed, place pins around them to prevent them from moving as the insect dries and place the insect in a safe place to let it air dry.  I don't think you want to mount the insect in resin wet.  The end result may not be satisfactory.  This is my recommendation as an entomologist.  It may take awhile for the body to dry completely, so don't be in a hurry. 

How long do you reccomend letting him dry? Do you think he will shrivel at all, or is his exo hard enough to not worry about that? 

It depends on how dry the air is where the roach will be set.  Hissing cockroach bodies are fairly thick so it could take awhile.  Supporting the body in the position that you want it to dry in is important.  Placing pins around the body to prevent it from moving as it dries will help to prevent distortions.  There will be some shrink, but that is unavoidable.  

Thank you so much!! One last question, would I be able to let him dry outside and just bring him in at night or should I find a room in my house and leave him undisturbed? And how do I know when he is completely dry? Thank you again for your help!! 

It would be safer indoors.  You could set it on a window sill where the sun shines to help dry it out.  I cannot give you an exact time that it will take to completely dry.  Be patient and let it dry for a couple of weeks.

Thank you for your help!!! It means a lot!!