Check out this video entitled PaleoGirls. Its these two children eating marrow straight from the bones. They know whats good for them!
My daughter does that - she loves it. To the point where I get told off if I buy lamb chops that DON'T have a big glob of marrow in the bones. When I roast beef bones for stock it's like a party with the marrow. I like it too but I find I can't eat very much - it's just too rich. The child doesn't seem to have that problem though!