You could do a no bake version where you just store it in the freezer for half hour to get them to mold together, then the fridge after that.
If you are going the baking route, be sure to use applesauce (if using a protein powder) that way the applesauce keeps the cookies moist cause when you bake protein powders it turns so dry.
I would do something like:
oats
raisins
vanilla protein
Splenda
honey