I saw a thread or a comment on this very thing on Cichlid-Forum.com last year, I think. Fed his fish pretty exclusively on mosquito larvae throughout the spring. He was feeding Mbuna, iirc, as the thread was centered around whether or not the protein would cause bloat, and claimed to have remarkable growth during that period of time while maintaining complete health of his fish. Anecdotal at best, but it's a data point of some kind.
So, fwiw, I think I would give it a shot, maybe start with a few and see how they take them?