Hi, Ann, welcome to Simply. Sometimes the parents will eat the fry if they think it's too small a brood. About how many eggs hatched?
If you had wigglers, that means the parents didn't eat the eggs, so obviously caging the breeding cone won't make any difference. Maybe it's just that the parents are inexperienced and need to keep trying? Give them a few more trys, then maybe the wigglers will attach. Good luck.