Lots of cichlids eat their eggs the first few times a pr breeds. It happens to discus, angels, Apistogrammas, keyholes and most cichlids that lay eggs on surfaces. As Abbeysdad mentioned, it can take 2 or 3 or even more goes before the adults realise they shouldn't eat the eggs. Then they usually eat the babies when they first start to wriggle. Then after that they usually get the idea, we don't eat the eggs or young.
I have to disagree with other fishes causing them to eat the eggs. Most cichlids are less likely to eat eggs or young if there are smaller peaceful dither fish in the tank. The dither fish are simply other fish used to distract the parents attention and encourage the parents to guard, rather than sit there staring at the eggs debating do we eat them or not. Tetras, small peaceful barbs (cherry, checkered & ruby), even Corydoras make good dither fish for angels.
Keeping the adults well fed also reduces the chance of egg eating. But 99% of cichlids eat the first few batches.
Leave them there and in a couple of weeks there will be more to try.