Preheat the oven to 170°C.
Mix green tea powder, protein powder, whole wheat flour, baking powder, and salt together in a bowl.
In another bowl, soften the unsalted butter and cream it together with the sugar.
Add the egg and mix well.
Sift the dry ingredients into the wet mixture and fold together with a spatula.
Add milk and chopped nuts to complete the dough.
Shape the dough into rounds and place them on a baking pan.
Bake at 170°C for 12-15 minutes.