Preheat the oven to 180°C (356°F).
In a bowl, mix protein powder, oats, whole wheat flour, and baking powder.
Mash the banana and add to the bowl, then add the egg and honey and mix well.
Add coconut oil and knead into a dough.
Shape the dough into cookies and place them on a baking tray.
Bake in the oven at 180°C (356°F) for 15 minutes.