I remember a variant of xroaches: it had crawling babies with diapers. Maybe they wouldn't multiply under windows but they could be just a different bitmap with the same algorithm.
https://en.wikipedia.org/wiki/Neko_(software)
Unlike many of the things people talk about on this website that I didn't experience growing up, I actually did download this on Windows Vista once. It might have been a version with malware, but I don't remember.