I agree with reporting it to your local health department.

A cockroach on the wall of the dining area might be forgiveable (maybe... I have seen them on the wall in a certain international fast food chain place in Hong Kong and wasn't overly concerned as well as a local restaurant), but in the food is absolutely sickening.

Get them investigated again. Maybe even closed down this time.

I would also stay away from the place and not return.

Some buildings are so infested with vermin that they just can't be properly kept clean.

Worst thing I've seen in my food was a short curly hair... That was in a pasta dish. Didn't eat the rest and never have returned.