Give them some time.
It can be very frustrating to say the least but odds are sooner or later they will get it right.
Are both parents eating the fry? Did you see the female eat them and that’s why you pulled her? I’m assuming the male then ate the fry. You can try pulling him next spawn, but if it were me, I’d just give them time.
Usually they will get it right at some point. Nothing is 100% when it comes to living creatures but odds are they just need to learn.
Good luck, Matt