Regarding the fat content of bone marrow (from Wikipedia)...
'Bone marrow as a food'
"Though once used in various preparations, including pemmican, bone marrow for human consumption in America has recently fallen out of favor as a food. Now, it is commonly used only as a flavoring for soups and sauces, although dishes with intact bone marrow can still be found in some European restaurants. Bone marrow is a source of protein and high in monounsaturated fats. These fats are known to decrease LDL cholesterol levels resulting in a reduced risk of cardiovascular disease, prompting some to make bone marrow a dietary staple. The actual health effects of the addition of bone marrow to the diet remain unclear."
And for you Soup, here's a link to an interesting recipe from 'UKTV Food', Roast Bone Marrow and Parsley Salad. Maybe you might like to try this.