Small amounts of brine shrimp is fine but NOT as a staple diet - especially if you have herbivorous Mbuna in the tank. You can get spirinula enriched brine shrimp, which is even better.
Krill is not reccommended as it has much higher protein levels and is much better suited to large NW carnivores like Oscar's.
Bloodworm is a definate no-no.
If you buy "cichlid mixes" - make sure you get one specifically for Mbuna as most brands are targeted at carnivores and omnivores.
The best diet for the vast majority of Mbuna species is a high-content spirinula based flake, stick or pellet as the staple with occasional brine shrimp treats.