Hi Kv
It is common for young cichlids to eat their own eggs. After a few times, they usually get the hang of it. I'd give them a few more attempts before doing anything.
If that doesn't work, yes you can separate the eggs. Since rams usually lay eggs on rocks, just move the egg covered rock.
Nursery boxes made of plastic with slits for the water to circulate are not a good idea as the fry will be small enough to fall through the slits. The parents will also be able to see them which would stress the parents. If you used a net inside the tank they may even try to suck the eggs or fry through the mesh - I've had honey gouramis do that.
If you do move the eggs a separate tank is best. But even this is not ideal. It is thought that one of the reasons young cichlids take a while to learn what to do is because when they were eggs they were removed from their parents. Adults that were raised by their parents make a better job of being parents themselves. The longer the fry stay with their parents the better.
A nursery tank needs to be set up with a heater and filter and somewhere for the fry to hide. A sponge filter powered by an air pump is safest for fry as the current is not strong. You could always start cycling one straight away whilst waiting to see if the rams do manage to get the hang of things
Are there any other fish in the tank that could be eating the eggs, or upsetting the rams - fearing that their eggs are under threat is another thing that makes the parents eat their own eggs. If there are other fish, you could try setting up a small tank and moving the parents into it once it's cycled and let them spawn in there.