I haven't raised Dempsey fry, but can share my experience feeding golden pearls. When I purchased the ones I'm using now I bought 3 sizes: 5-50 microns, 50-100 and 200-300. The 5-50 is basically very fine dust and although I've used it with some Electric Blue Acara wigglers and Apistos, I think it is probably too small for most cichlid fry. The 50-100 worked for very young EBA and Calvus fry, although the Calvus were bigger (which surprised me) and probably would have been fine going right to 100-200, but I didn't have that. After a little more than a week I've moved the Calvus (maybe 1/3 inch) up to the 200-300 which they have no problem with. I'm pretty sure I bought it from Kens Fish, but other mail order places sell it as well. I expect your Dempsey fry would be fine with the 200-300, but probably a size up or so would be better.
To do it again, I'd probably skip the 5-50 and get 50-100, 200-300 and maybe 500-800.