Egg yolks are 74% fat, so while they may be nutritious, they have to be thought of like almonds or peanut butter. They won't make a proper omelet by themselves because they don't have enough protein: it's the protein in the whites that gets hard and stringy and holds the cooked egg together.
Feeding them to an animal is a good suggestion. I think they freeze pretty well, so you could freeze them and take them to someone who has a pet. There are recipes that call for egg yolks--chocolate silk pie, I think, and other deserts like that, but it's really kinda false economy if you spend $5 on other ingredients to avoid wasting $1 worth of egg yolks.