Preheat the oven to 180°C (356°F).
In a bowl, mix protein powder, almond flour, and baking powder together.
Add egg, unsweetened Greek yogurt, and olive oil, then knead the dough.
Add sweetener and nuts, mixing evenly.
Shape the dough into scones and place on parchment paper.
Bake in the preheated oven for 20 minutes.