Preheat the oven to 180°C (356°F).
In a bowl, mix protein powder, almond flour, baking powder, and salt.
Add egg, unsweetened almond milk, and olive oil, then mix to form a dough.
Fold in the chopped nuts into the dough.
Shape the dough into balls and place them on a baking sheet.
Bake in the oven for 15 minutes.