Warning. While a high-protein breakfast offers a number of health benefits, it is important to choose high-protein options that do not contain excess fat. High-protein sources like red meat and full-fat cheeses can be high in saturated fats that can outweigh the benefits of satiety throughout the day.Instead, opt for lean protein choices like egg whites, lean ground beef, skim milk, protein powder or low-fat yogurt.Lean protein food selections offer the benefits of a high-protein breakfast, without harmful effects like weight gain or increased cholesterol level that can stem from eating high-fat protein sources.igh-protein sources like red meat and full-fat cheeses can be high in saturated fats that can outweigh the benefits of satiety throughout the day. Instead, opt for lean protein choices like egg whites, lean ground beef, skim milk, protein powder or low-fat yogurt.