I found a dead cockroach inside my bong?

Quite embarrassing story, I was over a buddys house, and we were just hanging out, doing literally nothing, playing games, movies, whatever, we decided to smoke a bit of weed, he got out his glass bong and we smoked a few bowls each, the water was pretty dirty so I took it into the kitchen and cleaned it out, we then smoked a few more bowls, and we were both pretty high at this point, I noticed inside the perc just underneath the ice catcher was a dead cockroach, weird thing was it wasn't just in one piece it was in several pieces, we both literally started gagging and couldn't believe it, it was pretty disgusting, we took it back to the kitchen and cleaned it out again and banged it and the pieces of the cockroach fell out, what health related issues should we be worried about, we are quite disgusted about this.