Kenyi, or more accurately known as Lombardoi, are extremely aggressive mbuna, and in a 40 gallon tank not many species can keep up with them. While a lombardoi species tank could work I would personally only keep them in something larger (75 gallons +). There are many nice and less aggressive species that you may find more suitable.
If you are really set on keeping them, make sure you provide as many hiding spots as you can, and you will want to overstock the tank to distribute the aggression. When overstocking the tank, make sure the filtration and water changes can keep up with the stocking levels.
As far as the gravel goes, it would seem like a waste to just toss it. Unless you wanted to replace it anyway, I would be inclined to rinse it under hot water and use it.
Good luck