I feed mostly NLS to my Africans. You can switch it up with spirulina flakes occasionally if you'd like.
A feeding once weekly of frozen food (spirulina-enriched brineshrimp for mbuna) will go a long way towards their growth and desire to spawn. Do not feed bloodworms, blackworms or other terrestrial foods to avoid bloating.
I just got some Labs tonight from a guy who was doing a study at his school on the effects of different foods and found that feeding them ramshorn snails gives them and almost orangish yellow color. I really like the look of them like that. I got 12 of them from him tonight. He also said he feeds them blood worms since they usually eat insects in the wild. I must say he is onto something since the ones I got from him are alot more orange than the others I have bought at my LFS. Will try and get a pic of the adult he gave me tomorrow and post it compared to my other labs. Quite a difference IMO.
Was also told that they really like earthworms once in awhile, but mainly feeds them spirulina flakes when he is out of the snails or doesnt feel like raising/buying them.
Be careful of orange-ish labs as the hybrid with metriaclima estherae is yellow-orange.
FWIW I would not feed bloodworms at all to mbuna. There are other insects or crustaceans if you want to mimic the diet in the lake that would be healthier. Bloodworms are very fatty which does not make for a healthy diet.
If you want reddish labs, try feeding cyclops-eeze which is a red aquatic crustacean tiny enough to feed mbuna. I use it to feed new fry too small to eat NLS Grow.
I use NLS Cichlid Formula exclusively for juvenile and adult fish.