The healthiest choice is the one you will eat. It’s more work to cook both each morning than to alternate, and in the long run it doesn’t matter. That said, they both have iron and protein but oats have fiber, so on egg days have something at lunch like an apple or salad, to help you poop, or put your egg on wholemeal toast. On oat days have fewer carbs. It’s a lot easier to balance your nutrients over a whole day or a couple of days than each meal.