Males usually have "egg spots" on their rear anal(?) fins - the fin on the underside of the fish near the back tail. They are little spots that used to mimic eggs. Since mbuna are mouthbrooders, the females scoop up the eggs in their mouthes. When they see the males "egg spots" they think they are eggs that need to be scooped up. The males then fertilize the eggs in the females mouthes.
Even females may have an egg spot, but the males usually have three or four.
The males also tend be a bit bigger and a tad more aggressive, but that is not always the case. I have a female cobalt zebra that runs my 90g tank.
Hope this helps.
If you have any females holding, you will notice there is a little point on their "chin." Also, they will stop feeding because of the eggs in their mouthes. The not feeding part is OK, as long as they aren't constantly holding.