I'll use oats a couple ways. Dry oats are great in yogurt (I use "light" yogurt, usually blueberry). I put about 1/4 cup of oats into my 8oz of yogurt, and just stir it in. The yogurt I use: Lowe's Food brand, 100 calories, 0 fat, 17g of carbs (12g sugar]), 10g protein.
Oats are also good microwaved for 2 minutes, and then with a little skim milk and artificial sweetner.
Or, McCann's Irish Oats are great - they aren't rolled, but are steel cut. Very nutty flavor, but take like 1/2 to cook on the stove. But the taste is very different, and they are a very complex carb.
The idea of mixing them in with eggs sounds good, too. And, there are a couple of protein bar recipes in the recipe section that use oats.