if the fish dont eat beef heart, thats fine. let them have the blood worms instead, those are good as treats. the main diet of the fish should not be bloodworms however but some sort of pellet or flake commercially developed for that specific type of fish.cichlid pellets might work for you. variety in food is key to happy healthy fish, so feed them as many types of safe appropriate food as you can get, within reason lol.
The crickets are not a good source of any vitamins so should only be used as fun food for the flowerhorn. don't feed those more than 2x a week.
Feeder fish you should steer clear of, as you're very right about the disease factor. they're not nutritious anyway.
For your convict I recommend you also get some flake or pellet food that has spirulina in it. check the flake's ingredients...they like brine shrimp as treats too. also try boiled vegetables with them like cucumber and zucchini. boil the vegetables for 2 min. The Omega One Cichlid flake mix should be good for your convicts. I know its for african cichlids but convicts have a similar diet..
As for the flowerhorn...a staple diet of Hickari Cichlid Gold is advised. then supplement that with live foods, try the vegetables, as described above too. for live food, either breed your own platies, OR go with the crickets that you give, meal-worms and if its a smaller flowerhorn, then a little live brine shrimp