I thought that the early studies about heart disease showed a correlation of high cholesterol in people suffering from heart disease. This led people to think of cholesterol as being bad.
However, I'm not aware of strong proof to show that eating cholesterol means it becomes cholesterol in any kind of 1:1 way in the body.
My understanding of fats is that the body can break them down and use them efficiently, but that the body's ability to do so becomes jeopardized when the fats are cooked (especially fried). If salmonella could be avoided, I think eggs would be healthiest in sequence of raw > hard boiled > fried.
So far I'm thinking hard boiled is the most practical way to go, as I'd be sacrificing some nutrient benefit, but at least mitigating salmonella risk. This still doesn't quite resolve whether there might be a protein supplement that could give me close to the benefits of a raw egg.