If you have PCOS, you already were insulin-resistant. Kindof part and parcel with the condition. (I wasn't told, just that I'd have to jump through hoops to become pregnant. Nothing about insulin issues, which would've been good to know before they turned into T2!). There's nothing you could've done to avoid GD, and right now, it looks like you're doing everything right. Personally I wouldn't touch cereals, but I'm a non-pregnant, full-fleged T2, and my nutritional needs are VERY different from yours, obviously. Two friends of mine had GD, and one had two healthy boys, the other a little miracle girl (She was told she'd never be able to have children. Little Thalia just showed up.
). Just keep an eye on your bloodsugars, get in touch with your team if they rise to unacceptable levels (there's no "crying wolf" when pregnant),and make sure you get everything you and the little one need. Should your bloodsugars rise in the mornings, more than they are now, you could try full fat greek yoghurt with some berries and nuts (if that's alright for pregnant women, but I think it is). It's quick and lower carb than the cereal, and the fats in the yoghurt slow the uptake down.
And congrats on the pregnancy!
Jo