Aggression is not the problem, CL's can take care of themselves. There are 2 issues:
1. is CL's do better in soft water with a low Ph, the complete opposite to Malawi tanks.
2. Diet - CL's need protein their diet, which a great many Malawi's don't (especially Mbuna) and is actually bad for them.
Of course, it can and has been done successfully. If you make sure you get tank bred fish, the Ph shouldn't be much of an issue and should be OK for both at around 7. Diet is more difficult but again, can be accomodated with careful feeding.
There are many better options for bottom feeders such as Synodontis catfish or pim pictus, which work well with Malawi's.