Mix egg yolk, almond flour, oat milk, and honey well. (If you have vanilla essence, add 3-4 drops.)
Simmer slowly over medium-low heat. (Wait until it thickens gradually without boiling rapidly.)
Let it cool in the refrigerator for about 30 minutes.
Add Greek yogurt to the cooled mixture and stir well, then mix in sliced banana and protein cookies.
Let it mature in the refrigerator for 1-2 hours before eating.