I had a chance to test that concept first hand, when I lived in San Diego. Roaches got into our home twice; once when a new neighbor moved into the complex where we lived, and once when we inadvertently brought them in with some used furniture. When we first identified them, I would set out bait on the floor before going to bed, then set my alarm for 3 AM. All lights in that area were off. I would wake up, go down with the bug spray, turn on the light, and kill any roaches before they could scuttle for cover. We were able to stop the infestation both times.
The same process did not work when I lived in the Philippines. The much larger roaches there were everywhere, and no matter how many we killed, more moved in from the surrounding area. I couldn't use poison there, because the land lord had free-roaming cats... but I did place bait on the floor, with a large piece of plywood leaning against the wall next to it. Waking in the middle of the night, I would turn on the light, and quickly smash any roaches with the plywood. The cats learned to anticipate this, and would quickly devour the dead & injured.