Have your cake and eat it too
keɾer teɾ a fakæ i ʊ keɪʒʊ na mɐ̃ʊ̃
In Portuguese Querer ter a faca e o queijo na mão.
This idiom, meaning 'to want to have the knife and the cheese in hand', is a common way to express the idea.
Example
"Ele quer ter a faca e o queijo na mão, mas não pode."
