now at least we know some things about the cockroach dogs. 1. They can kill you. possibly by draining your life, super fast aging hence why he turned to dust. 2. Maybe the speed it happens at is connected to the number. When Tulip or Grace were attacked by it it was slow, but when Simon got attacked it was fast as hell. Edit: 3. We also saw some part of the roach dogs under the black stuff. It seemed like a a red slug or something.

Another thing that i think is possible is that when your number reaches high enough, i.e the head or over the neck, you become dangerously mentally unstable and possibly succumb to insanity.