Worry more about the Oscars being hurt than the Convict babies being eaten. Convict parents will kill far more aggressive cichlids than Oscars when it comes to protecting their fry. Out of all the cichlids that I have raised, Convicts were the best and most vicious parents. I'm sure as time goes on the fry will be picked off one by one, but the parents will keep on fighting all the way until their next clutch. Then the process will start all over again.