Preheat the oven to 180°C (356°F).
In a bowl, mix protein powder, almond flour, baking powder, and erythritol.
Add egg, unsweetened almond milk, and coconut oil, then knead into a dough.
Shape the dough into balls and place them on a baking tray.
Bake in the oven at 180°C (356°F) for 12–15 minutes.