I would not make mention of it. Perhaps move it about on my plate so as to look as if it was tastey. haha AND I'd be rather inspecting of whatever else I partook of and avoid entirely goulash. :)
Eating it would be nutritious, but I'd be somewhat concerned about disturbing the other dinner guests. I'd probably try to hide the cockroach in the salad so no one could see it and at least try to excuse myself with the infected dish so no one was embarrassed. Maybe state I need a different dressing. I'd perhaps try to toss it outside while no one was looking or use the garbage disposal. I probably wouldn't eat any more salad during the evening either way.
Eat it. Ants, cockroaches, and beetles are filled with protein and very nutritious. Since it's been cleaned, the bacteria will be rinsed off and you won't be infected. Everyone else's homecooking tastes like fried insects compared to Mother's AMAZING homecooking anyway, so it wouldn't make a difference to me.
I would probably react with a I'm about to throw up type of thing, one time as I was mixing cherry cheescake for desert, I found a beetle in it, rather disturbing.