Requirements:
- Onyx Egg (You can obtain one through the tiny chao garden)
- Wild canyon stage unlocked
- Pumpkin hill stage unlocked
- 1 Chao slot free
- GBA link cable (to move your onyx egg to GC)
Steps:
1. Hatch your onyx egg, it doesn't matter how you hatch it.
2. Evolve your chao into anything you want. It can be anything you want, personally I think the dark alignment looks best.
3. Once the chao is evolved go to Wild canyon and get a few dragons. (Explanation on how to find the dragon in spoiler below)
Spoiler:
4. After you have the dragon next go to Pumpkin hill and get a few skeleton dogs. (Explanation on how to find the skeleton dog in spoiler below)
Spoiler:
5. After you have a few dragons and skeleton dogs give your chao a few dragons.
6. Now, we only want the antenna part of the dragon, nothing else. If you get the antenna the first try then leave it at that and don't give the chao anymore of anything.
7. Now, in case you messed up and your chao has more than just the antenna give it a few skeleton dogs to remove the dragon parts to the point where it has only the antennas.
8. This may take a few tries so that's why I said get a couple of them. Keep giving the chao the dragon and removing some parts by using the skeleton dogs until the chao only has the antennas. If you run out of animals to use, don't worry. You can always go back and get some more.
Final Result:
Once your chao only has the antenna parts it should look something like this:
Spoiler:
Congratulations! You've obtained a Cockroach Chao! Now have fun and enjoy your chao!