First a clarification: While the translation is marketed as 'an early Harry Hole case' Cockroaches is the second Hole novel by Mr Nesbo.
Second the answer to: Is it worth going backwards through time to read this one?
Sent to Thailand in the hopes of being too drunk to solve a murder too sensitive to be solved, Harry indeed finds himself drunk, sweating, and out of his depth in Bangkok. The novel balances Harry's personal life, own demons and the murder mystery well. Focusing mostly on the action and intrigue (and some the most intense violence read by this reader for a while) with just enough contact with 'Sis' and Harry's father to tug at heart strings and drive Harry onward.
My only beef is that the epilogue is a little light - with so much carnage in this story one wants a little more loose end tying and (as far as I can recall) Redbreast does not confront these at all (aside from searing criticisms from various colleagues which is a common feature of Hole novels)
In short, while many may be worried that Cockroaches won't sit well with them after being further through the series, Harry's trip to Thailand has an almost episodic feel to it that prevents discombobulation from the timeline jumping. Also unlike some of the more dry Hole plots, Cockroaches mixes business with pleasure and mayhem in perfect balance.