Scientists from from North Carolina State University have made this technique to control cockroach by remote.they used an electronic interface to developed this technique. Alper Bozkurt, an assistant professor of electrical engineering at NC State says:

“Our aim was to determine whether we could create a wireless biological interface with cockroaches, which are robust and able to infiltrate small spaces. Ultimately, we think this will allow us to create a mobile web of smart sensors that uses cockroaches to collect and transmit information, such as finding survivors in a building that’s been destroyed by an earthquake.“

They also believe making robot at this scale is very challenging so they decided to use biobotic cockroaches as they are expert in performing such tasks.

Bozkurt’s team used low-cost, light-weight, commercially-available chip with a wireless receiver and transmitter onto each roach (they used Madagascar hissing cockroaches). Weighing 0.7 grams, the cockroach backpack also contains a micro controller that monitors the interface between the implanted electrodes and the tissue to avoid potential neural damage. The micro controller is wired to the roach’s antennae and cerci.
[source:ibionics,ncsu]