I've heard that it's recommended to eat foods containing protein (beans/lentils/poultry/meat/fish/yogurt/cheese/milk/eggs, etc) for sehri because they are more filling.
Daal/Haleem....I've heard is good for sehri because it fills you up since they are slow to digest. You can eat it with roti so that you get fiber (which is also filling). Fruits/veggies (apples and sweet potatoes, for example) contain fiber and will fill you up as well.
hmmm...haleem or any meat, even chicken in the morning, like chicken kebas, makes u very very thirsty during the day. just the way proteins and oil react i guess. yogurt however is great for making u feel cool