01 - Combine flour, sugar, yeast, and salt in a large mixing bowl. Incorporate warm milk, melted butter, and egg. Mix until a sticky dough develops, then knead by hand or stand mixer for 6 to 8 minutes until smooth and elastic.
02 - Place dough in a greased bowl, cover, and let it rise in a warm area until doubled in volume, approximately 1 hour.
03 - Mix protein powder, almond or peanut butter, softened butter, coconut sugar, and vanilla extract in a medium bowl until cohesive. Fold in mini chocolate chips.
04 - Punch down risen dough and transfer to a floured surface. Roll into a 16x12-inch rectangle. Spread cookie dough filling evenly, leaving a 1/2-inch border around the edges.
05 - Roll tightly from the long side and pinch seam to seal. Slice into 12 even pieces. Arrange rolls in a greased 9x13-inch baking dish. Cover and let stand for 30 minutes until puffy.
06 - Preheat oven to 350°F. Bake rolls for 22 to 25 minutes until golden brown on top.
07 - Whisk powdered sugar, milk, and vanilla extract together until smooth. Drizzle glaze over warm rolls prior to serving.