Preheat the oven to 180°C (356°F).
In a bowl, mix protein powder, whole wheat flour, baking powder, salt, and erythritol.
Cut cold butter into small pieces and rub it into the flour mixture with your hands until combined.
Add milk and egg, then knead into a dough.
Flatten the dough thickly and cut into round or triangular shapes.
Place on a baking sheet lined with parchment paper.
Bake in the preheated oven for 15 to 20 minutes.
Cool on a wire rack to finish.