Yes, this does happen - and even when fry hatch out it's very common for convicts (male especially) to eat the fry within the first week until they get the hang of it.
Have you given them a cave or pot or something to nest in? This might be a better way as then the female will lay the eggs in there, the male will go into the cave and fertilise them (hopefully), then the female will stay with the eggs, fanning them the whole time until they hatch. If she is with the eggs she will usually ward off the male and prevent him from going into the cave to eat the eggs.
Of course, once the fry hatch and she begins taking them out of their cave a few days later, this is when the male may eat some or all of the fry. He will behave very protectively of the fry and if he spots a fry that has wandered a few inches too far from the nest, he will suck them up and spit them out amongst the rest. Unfortunately, I think sometimes the male gets confused and forgets to spit back out and ends up eating the fry.
If the batch of eggs or fry get eaten by the male then, yes, the female will literally "divorce" her mate for a while and she may sulk for a day or two. They will be seen to be "bickering" and she will be having a right old go at him LOL. They may even wander to separate parts of the tank for a while, ignoring each other (or at least she will ignore him and his advances!).
They usually do make up again, though ... and then they begin spawning again! Usually every couple of weeks or so, if mine are anything to go by!
I would put your pair back together because this is just normal behaviour they are exhibiting. Only separate them if you see that one is physically being attacked (fins being nipped, constant head butting, relentless chasing...) and it's health/life is in danger. Usually it's the other way around, with the male harrassing the female (when he wants to spawn but she doesn't).
Athena