I don't mind some deep-fried brain (as long as I'm not the one preparing it; it spills like there's no tomorrow!), but the way Roman patricians ate as a soufflé is... frankly, less than appetising. And it's the patricians - it was some luxury food.
There's some story about how Elagabalus ordered hundreds of ostriches, because he wanted to eat their brains. It's probably propaganda from the times, though.