A healthy, balanced, and nutrient-dense diet is believed to improve some PCOS-related symptoms. Doctors advise incorporating fish, lean proteins, legumes, whole grains, and healthy fats into your diet for better insulin sensitivity and balanced blood sugar levels.A healthy, balanced, and nutrient-dense diet is believed to improve some PCOS-related symptoms. Doctors advise incorporating fish, lean proteins, legumes, whole grains, and healthy fats into your diet for better insulin sensitivity and balanced blood sugar levels.