As Proteus, you can be whoever you want, whenever you want. As far as benefits, no one ever said in the Odyssey that it was against the rules to turn yourself into a giant donut and then snack on yourself (in a totally wholesome way). Being a leader on the other hand is a far trickier question. Unless you have the ability to herd cats, I’m not sure there is such a thing as a leader in this asylum.