I sometimes will have a protein shake for breakfast. I don't have any issues with the cramping... unless I don't take in enough calories. Usually I add in a little frozen fruit and some ground-up oats (my blended just lumps up the oat flakes if I add them to the liquid, so I keep some pre-ground). If I remember I also add a little flax seed in, or grab 1/2oz of some kind of nuts (to add some fat). I really do try, when using a protein shake as a replacement to make sure that I'm replacing using a good balance of calories.
At night, before bed, a quick shake with a side of fruit salad seems to keep me from raiding the fridge.