Another vote for Whole Foods. The Las Vegas WF is quite good. Failing that, Trader Joes in LV is a good backup. I've been to both of them and they are both fine markets.

On a side note, what's wrong with a breakfast burrito at 10am? In the US, the official breakfast cutoff time is determined by whether of not McDonalds is still selling Egg McMuffins (usually 10:30am).