Water depth doesn't really matter. I've bred in 3 - 50cm water with fairly the same result. Just remember that the deeper the water, the more energy your male will use to care for his eggs/fry.
Eggs caught between gravel that decay will foul up your water. Their waste will also get caught between the gravel. Since you can't use filters, IMO this will affect your fry in the long run because once they've hatched, siphoning will be difficult (without sucking out fry).