It does sound a lot like Mimic. Wasn't there a sequel or two for that as well?
There was a sequel in 2001. Most of the movie plays out like a creepy stalker, until we find out that the stalker is actually one of the humanoid cockroach things.
There was also apparently a third film called "Mimic: Sentinel"
What was the name of the film with the weird killer who could blend in like a chameleon? Could that be the mystery film?