Is that real piggie brains? I've only had sheep's brains. Which are lovely, if scrambled with a splash of milk and served on toast with a shake of salt. (Make sure to remove the tough meningitic lining first, though; I once ordered brains in a restaurant and couldn't eat it as this can be as tough as a carapace, and is particularly tasteless.)
Of course it's high in fat: the brain is almost completely fat (which might explain why people with food disorders are so dim). It does contain some protein, though; brain surgery patients are served brains because it is very difficult for the body to create new proteins out of existing ones ... much better to have some of what you need to fashion into workable repairs for where they are needed.