I think that peacocks in a school of mbuna will most likely not do well. That's especially the case if you have an established tank and you're dropping the milder peacocks in. If you had some of the hardier Jake / OB types of peacocks and they were already established, you could give it a shot. I doubt you would have much luck / color out of the peacocks if you added them now.
That's just my 2 cents though. People have tried stranger things and had them work.
I would not add male haps because of the risk they will try to spawn with the dolphin females. But maybe some male peacocks. Worth a try if you have spare tanks and don't mind having to return them if things don't work out.