Have your cake and eat it too
dumɐɾi thoqiɾɯɫ dɐ tɕɐpko siptɐ
In Korean 두 마리 토끼를 다 잡고 싶다.
This idiom, meaning 'to want to catch two rabbits', is a common way to express the idea.
Example
"두 마리 토끼를 다 잡고 싶지만, 그건 불가능해.(Du mari tokkireul da japgo sipjiman, geugeon bulganeunghae. - I want to catch two rabbits, but that's impossible.)"