What are "Centipede" and "Greedy Roach"?
Yes, those are the correct Inititive cards
From the rulebook (page 15, or 17 of the PDF)

Greedy Roaches
Some encounters include ’greedy roaches‘. Greedy roaches use the same initiative card as normal roaches. When greedy roaches are placed on the board, all roaches in play become greedy roaches. When a greedy roach steals a cheese from a mouse, that cheese is placed on the minion cheese wheel on the story control board.

Jerry Hawthorne the Mice and Mystics' game designer, said in this thread to the question:

Q: When you fill the cheese wheel and a surge occurs, if the surge on the encounter card is a Centipede, which initiative card do you use? There doesn't seem to be a 'normal' centipede card - and there are two to choose from. Which one is used? They both appear to be 'named' centipedes with different special abilities and stats.
A: Use the Cave Centipede card.