Kelly-O's Diner in the Strip opens at 5AM for breakfast. It's on 25th and Smallman, a bit far to walk, but an Uber/Lyft should only take about 5 minutes each way.
Penn City Grill opens at 6:30 and is no more than 3 blocks from the station. Additionally Im assuming your 7:30 train is the Amtrak Pennsylvanian, which should also be serving breakfast when you board.
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