Well, a few things of advise.
#1) 4-5 cichlids in a 29 gallon should be fine, depending on the species.
#2) The species you got won't be fine. Jewels are a West African cichlid, while the Convict are a South American variety. The two live in completely different water conditions in the wild. Jewels like a
ph around 7.8-8.0 and hard water, while the Convicts prefer soft water, and a
ph close to 6.2.
The jewels, while aggressive like any cichlids, are not particularily so, while the convicts are very very well known for their aggression. If you have a male and female convict, the jewels will be killed almost 100% gaurenteed once the pair begins to breed.
Generally, you will not be able to keep anything with a breeding pair of convict cichlids. You might be able to in a tank larger than 55 gallons, but you'd probably get a second pair. They'll attack anything in their territory (The entire tank) with intent to kill during and even after breeding. Also, they have anywhere from 100 to 300 fry per batch, and breed about every 3 to 4 weeks. They won't eat or kill the fry necessarily either, until the next batch they'll be very protective I believe (Most SA cichlids are, not sure about Convicts).
It is generally suggested to never mix African cichlids with South American cichlids. Some people even go a step further and say never mix the various varieties of African cichlids (West African, Lake Malawi, Lake Tang, etc)
#3) My suggestions.. I would return the convicts. If you want cichlids, stick to africans. Get some electric yellow labs, maybe another jewel. You could possibly get some Zebras or Bubblebees without any issues as well. All these fish can grow between 4 to 5 inches, 6 if long lived. Avoid melachromis auratus (Petsmart stocks these in the tank with "Assorted Kenyi"s). You may also want to avoid the Kenyi's. Both species are especially noted for aggression, with the auratus being known as the MOST aggressive Malawi Mbuna.