Preheat the oven to 180°C (356°F).
In a bowl, mix protein powder, oat flour, and baking powder.
Mash the banana, add it in along with the egg and unsweetened almond milk to make the dough.
Add coconut oil and nuts, and mix well.
Divide the dough into round portions and place them on a baking tray.
Bake in the preheated oven for 15 minutes.