If you put a few submerged plants in so the babies have cover, and maybe a food source, it would probably help, especially when the adults go back in.

Lady T, it's a good chance the Heron has brought the small fry in to grow in your pond for future foodstock. Leave them alone to fend for themselves. The Heron will feed on them and leave the ones in the other pond alone.

We have lost a lot of fish to the heron and found the only way to protect them is to net the pond.It even cleared the pond of fish even with just a foot square of net missing,Maybe the larger fish had spawned the fry and it seems a shame to let the heron eat those too.I loved watching the spry we had grow and all the different colours they became.

I netted our koi pond when the heron's became too interested, it worked well but unwittingly provided the perfect bathing support for a sparrow hawk. It was fantastic to see her sitting on the net which from her weight lowered to a couple of inches below the surface & really sloshing about, Now I was concerned that the bluetit box's were subject of her interest. Nature & people eh? It's all about compromise I guess !!

Sasdly some of the fry seem to have dissapeared since my first post. Maybe nature has taken its toll on the tiny things but still a couple swimming about.
I will leave well alone I think and see what happens next. there must be plenty of nutrients in the pond as its acclimatising well - and the big fish seem happy enough in the smaller pond for now - which is now well netted!
I will 'wastch this space' as it were and see what happens next.
Thanks for the advice anyway everyone.