Cockroaches

Cockroaches are particularly resilient insects (WP), sometimes used as ingredients in potions.

Cockroaches are probably the main component of cockroach clusters, a type of sweet (PA10).

A passenger riding the Knight Bus when Harry Potter, Hermione Granger, and the Weasleys are returning to Hogwarts after Christmas in the Trio's fifth year has a bag containing cockroaches, which spills open due to the sudden motions of the bus ride (OP24).

Severus Snape throws a jar of cockroaches at Harry as the latter is leaving Snape's office after seeing Snape's Worst Memory in the Pensieve during Occlumency lessons. The jar explodes over Harry's head just before he leaves the office (OP28).