All my mbuna eat cucumber and other veges, but some are more interested than others, and it takes a while for them to figure out it's food. They like the seeds best. You can leave it in for 10 hours...gives them time to figure it out. I cut a whole one in half the long way and stick a fork in it so it will sink.
Peas, thaw frozen ones and squeeze the inside out of the coating. That way they are squishy enough for the fish to bite. I did have a Synodontis juvie choke to death on a bite of a pea once.
Romaine lettuce is good too. But they and I like the cucumber best...remains are easy to remove unlike pea fragments and lettuce shreds.
I feed veges for an occasional novelty...mostly I feed NLS exclusively.