Crayfish question....I can't find him!!?

I bought a small crayfish (miniature lobster) for my 40 gal. tank.I looked everywhere for the thing but he disappeared.The top is secure on my tank,so I don't know how he got loose.One time I had a wild one get loose in my room...it was like a giant insect roaming about! I found it near my bed in the middle of the night,it was scary.Do they curl up into a little ball?and what's the best way to find the elusive thing?Thanks.