Yep you can leave the fry with the parents to look after, the only time you would want to remove them would be if they spawn again, which they would do several weeks after the first spawn being free swimming, as they would then perceive the 1st batch as a threat to the second batch. By which point the 1st fry would be large enough to survive on their own - hopefully
now i have another smaller convict in the same tank, will i need to remove it so my pair can breed,or if it tried to eat the eggs/fry would the parents protect them?