Walnuts are a nutrient-dense food you can add to oatmeal, trail mix, and yoghurt. When managing PCOS, walnuts are a great choice because they contain a balance of healthy fats, plant-based proteins, and fibre, which may help manage your blood sugar. In one study, people with PCOS who ate walnuts for six weeks experienced lower levels of "bad" cholesterol and improved insulin sensitivity.