Definitely don't squash the Palmetto Bugs, spreads all the nastiness they're carrying. That being said, in a tropical location, they're to be expected. I'd certainly hope they'd help you change rooms, which they did, and waiving the resort fee is a good start. I also would definitely not sleep well if that happened so you may want to ask for a bit more and just say you were disturbed by it, but I wouldn't expect much more. Perhaps they can throw some more points at you. It happened to us once on the beach near where we currently live (though not a $500/night place) and we ended up with 3 rooms in 2 nights. It wasn't pleasant, but we got no compensation for it.