I bought an ebay SNES (boxed Killer Instinct edition) that was infested inside, and the smell was worse than bad caps. There were all dead, but corrosion had taken hold of the motherboard so I tossed it. I did save the white case and cleaned it with some Dawn, boiling soapy water, and an old dishbrush. That did it (and I was able to find a board for it later since the case was very nice after the cleaning).
From the pics it looks like you caught it early, no need to toss the system.
I have heard roaches are like lobsters, they are very sensitive to hot and cold.
In this case, I like the idea of a complete disassembly, clean the outer casing halves with hot water and Dawn. Perhaps blow out the PCBs with canned air (or an air compressor) and leave them in an area sprayed with RAID? It looks like you caught things very early on so there may be no further problems.