Here are some more titles of useful grammars and course books

N.Salaün, Cinyanja/Ciceŵa intensive course, Ndola: Mission Press, 1979
Wisdom Akuzike Nkhoma, Kuphunzira Chinyanja, Zomba: Chancellor College, 1999
Andrew Kulemeka, Tsinde :maziko a galamala wa Chinyanja, Zomba Chancellor College, 2001
Dorothea Lehmann and Mubanga E. Kashoku, An outline of ciNyanja grammar, Lusaka: Bookworld, 2002
B.F. Phiri and R.E.K. Banda, Breakthrough m'Cinyanja, Lusaka: Longman, 2004
Sylvester Ngoma and Amos Chauma, Effective Chichewa/Chinyanja course for foreigners, 2006
Bertha R. Phiri, Funwayo Chiphwete, and Elizabeth Banda, Cinyanja : buku la M'phunzi, 2007

See also: http://yufind.library.yale.edu/yufind/Search/Results?lookfor=Cinyanja