I haven't been smoking joints for awhile, but when I was strictly smoking them I would keep the roaches in an ashtray, and unroll and smoke the roach weed when I ran out of pot.
I have a little stash container full of roaches just in case I go dry. I only use it as a last resort though, I'll smoke all my dirt shit before I get desperate enough for the roaches.
if i do save my roaches i usually put them in a bowl and finish them off.. my boyfriend seems to like to save roaches and unwrap them later to put in other joints if we're desperate for some weed.. i have a little collection of roaches in my room right now
I have a bowl that the bottom of it broke a bit making the hole a little too wide to use without pot pulling through, unless Im using a screen. Anyways I take the roach paper and all put the mouth end in the hole and then hit the bowl. It smokes the roach down to nothing.