Roaches are just a fact of life in coastal TX. I prune those palms every spring - I knew they were there. I was just being lazy because I didn't feel like dragging out the big ladder and actually climbing up to prune the limbs with a hand saw. That way, I wouldn't have risked pulling off one of the old branch collars, which is not good for the tree. It's better to let them fall off on their own.
The worst part about it was that I had just started pruning. There was no sense in going to take a shower, then getting all nasty again. So I just rinsed my head off with the hose, got out the big ladder (like I should have done in the beginning), and went back to work.