Preheat the oven to 180°C (356°F).
In a large bowl, mix the nuts, protein powder, oatmeal, honey, and milk.
Once the ingredients are well combined, spread the mixture evenly in a baking pan lined with parchment paper.
Bake in the oven at 180°C (356°F) for 15–20 minutes.
Allow to cool, then cut into bite-sized pieces.