When we stayed at BWI, we just went to the Boardwalk Bakery for a quick breakfast. However, if you feel like walking 5-10 minutes over to Beach Club, there is the Marketplace which has some egg croissant sandwiches, yogurt parfaits, and baked goods. Not a great selection, but we like it for a quick bite.
There is also room service at Boardwalk, I believe, for a quick breakfast.
You can have a sit-down breakfast at Spoodles on the Boardwalk if that interests you at all. Or Cape May character breakfast at Beach Club.