Pour the milk into a small saucepan and heat over medium-low heat until warm, approximately 140 degrees Fahrenheit; do not allow to boil as this will cause the protein to clump.
In a separate mug, whisk together the protein powder, cocoa powder, sweetener, and salt until well combined.
Add two tablespoons of the warm milk to the dry ingredients and stir vigorously to create a smooth, lump-free paste.
Gradually pour the remaining warm milk into the mug while whisking continuously to integrate the protein paste into the liquid.
Stir in the vanilla extract and serve immediately while hot.