Preheat oven to 175 degrees Celsius and line a baking sheet with parchment paper.
In a large bowl, whisk together oat flour, vanilla whey protein, granulated erythritol, and baking powder.
Add Greek yogurt and vanilla extract to the dry ingredients, mixing until a stiff dough forms.
In a separate small bowl, combine melted butter, cinnamon, and brown monk fruit sweetener to create the filling.
Place dough between two sheets of parchment paper and roll into a rectangle approximately 0.5 centimeters thick.
Spread the cinnamon filling evenly across the surface of the dough.
Carefully roll the dough into a tight log starting from the long edge.
Slice the log into 8 equal rounds and place them on the prepared baking sheet.
Bake for 8 to 10 minutes until the edges are firm but the center remains slightly soft.
Whisk the casein protein and almond milk together to form a thick glaze and drizzle over the cookies once cooled.