Preheat oven to 350 degrees and line a cookie sheet with parchment paper.
In a large bowl whisk together egg, Splenda and vanilla. Stir in peanut butter and gradually add in protein powder. Stor in oats until all ingredients are well combined.
Drop the dough by large rounded tablespoons onto prepared cookie sheet.
Bake for 11-13 minutes, or until golden brown. Cool for 5 minutes on cookie sheet, then move to wire rack to cool completely.