Hi - well it depends on whether you have the room to rear the fry once they start to grow. Does your current tank have enough room to home them without it becoming overstocked?
Keeping the fry in a fry net within the same tank as the parents will cause lots of stress and mayhem - believe me, I did try it. The parents will see the fry in the net and continually try to rescue them. In doing so, they inadvertantly end up killing the fry as they try to suck them through the netting.
You're better off with a plastic breeding trap (remove any dividers inside it) if you want to go down that route of keeping them in the same tank. Even so, the parents will still get stressed if they can see their fry in the breeding trap.
If you can't set up a separate fry tank and have to use a trap in your main tank, you can help things by putting a thin layer of sand or gravel in the bottom of the trap and put some plants near the sides so that the adult fish cannot easily see the fry inside the trap.
But only save those that you know you can either keep yourself when they grow or are sure you can rehome elsewhere. You don't want to be overun with convicts - and they do spawn every couple of weeks or so!
Regards, Athena