Sure, although it sort of depends on what you mean by a protest. Traditionally the Romans held that there were several secessiones plebis, Secessions of the Plebs, during the Conflict of the Orders (usually dated as having ended with the Lex Hortensia in 287, although that really represents the absolute end date, as victory had been won fifty to a hundred years earlier), in which the entire plebeian population of the city up and left. Traditionally the earliest secessio was in 494, when the plebs withdrew to the Mons Sacer. The second in 449 forced the decemvirs to step down. A third one took place in 287, although there are two possible ones that are sort of hazy, in 445 and 342--the former is recorded only by Florus, who's generally considered extremely unreliable, and the second is stated by Livy as being a military revolt, and is only tentatively classified as a secessio because it's clear that whatever was going on this was no military uprising. The OCD suggests that Gaius Gracchus' withdrawal to the Aventine with his supporters in 121 may have been an attempt to revive the memory of the secessiones, since the Aventine was traditionally associated with them. But again, this largely depends on what you mean by a peaceful protest. For example, during the delivery of the first oration In Catilinam the Roman equites showed up at the Curia under arms, to show to Catiline that he could not do whatever he wanted to the senate. But no violence actually broke out, it was merely a display of solidarity--does this count as a peaceful protest? The riot following Clodius' murder that would result in the destruction of the Curia in 52 had started as a mass wake for Clodius, including rousing speeches of lament and political opposition to Milo--the crowd lost control, however, and went berserk. Does that count as a peaceful demonstration, at least before it got out of hand?