Mine do that too. In addition to being a breeding pair (I have one breeding pair and two others - not sure of the sex of the other two), they are also territorial esp after they've laid eggs. My pair have pretty much claimed one side of my 60 gal tank and woe unto the fish that ventures into their territory.
Eating eggs is common. Ive never tried to breed angels, but I've heard if you put a piece of slate or something like that propped against the glass for them to lay their eggs on, once they lay their eggs on the slate, take the slate with eggs on it and put it in another tank with lots of O2 and water movement, add some antifungal product to protect the eggs and they should hatch. The parents usually "fan" the eggs and remove the dead ones, which is why you need to provide water movement and antifungal, both of which do the job that the parents would have done.