Definitely it is a sin. Vallalar propogated universal brotherhood. So, all living beings are equal to God.
Below are my personal suggestions.
Instead of killing cockroaches, you can catch them live and leave them somewhere outside home. If you think about vallalar and arutperumjothi andavar, you will get the compassion to catch it live.
Instead of killing mosquitos, you can go for Netlon(mosquito Net fixed in every window in the house) and you can avoid the mosquitos from entering the house.
Never ever think of killing any livings, if you want to be a sanmargi.

Dear friend
We should understand the truth first before doing something.it is definately a sin to kill cocroaches. first of all,if you have true compassion the reason or the situation to kill any living thing wont appear.secondly instead of killing there are lot of ways to chase them.there are lot of siddha mooligai which can do it...please do not use HIT and other chemicals to kill those poor insects and animals...
according to vallal peruman if a person has full compassion or love it will surely show outside..to such persons killing situation will never come.and on top of this ....if you are sitting in a place where there are lot of mosquitos...it will not bite you..it will bite the person next to you who is not endowed with compassion.this is a simple example.if you are walking where there are lot of ants,.,,,even though there are thousands of ants crawling around you..if you start walking the killling wont happen..You should have complete trust in our LORD ARUTPERUMJOTHI and my father vallalar.then everything will fall in place.please pratice JEEVAKARUNYAM let us practice and prove that we are humans.
Vallal Adimai

Dear friend
We should understand the truth first before doing something.it is definately a sin to kill cocroaches. first of all,if you have true compassion the reason or the situation to kill any living thing wont appear.secondly instead of killing there are lot of ways to chase them.there are lot of siddha mooligai which can do it...please do not use HIT and other chemicals to kill those poor insects and animals...
according to vallal peruman if a person has full compassion or love it will surely show outside..to such persons killing situation will never come.and on top of this ....if you are sitting in a place where there are lot of mosquitos...it will not bite you..it will bite the person next to you who is not endowed with compassion.this is a simple example.if you are walking where there are lot of ants,.,,,even though there are thousands of ants crawling around you..if you start walking the killling wont happen..You should have complete trust in our LORD ARUTPERUMJOTHI and my father vallalar.then everything will fall in place.please pratice JEEVAKARUNYAM let us practice and prove that we are humans.
Vallal Adimai

Thiruchitrambalam
Dear brothers and Sisters,
If at all you are trapped in such a situation, the best solution is to surrender to perumanaar and sincerely pray.
This act of surrender and sincere praarthan will definately solve your problem instantly.
About the miosquito bite..if you practice vegetarianism..mosquitos will hardly bite you.
I have personally experienced this..infact im still experiencing it.
Remember,
Compassion conquers all.
Love and compassion can part the seas and move mountains.
It will deliver us from all evils, no matter what form it takes.
Thiruchitrambalam.

Every living creature, organisms are there for a purpose. We have no right to take some other creatures' life, neither we can kill our selves. The only way we can prevent mosquito bites and cockroach infestations is to keep our surroundings clean. 'Sudhdham sukam tharum'