Preheat your oven to 350°F (175°C) and line a baking sheet with parchment paper to prevent sticking.
In a medium mixing bowl, whisk the egg until the yolk and white are fully combined and slightly frothy.
Add the creamy peanut butter and vanilla extract to the egg, stirring vigorously until the mixture is smooth and emulsified.
Incorporate the vanilla whey protein powder, rolled oats, sea salt, baking soda, and cinnamon into the wet mixture.
Mix thoroughly with a spatula until a thick, uniform dough forms; if the dough feels too crumbly, add water one teaspoon at a time.
Divide the dough into 4 equal portions and roll them into balls, placing them onto the prepared baking sheet with space in between.
Use a fork to press down on each ball in a crisscross pattern, flattening them into cookies about half an inch thick.
Bake for 8 to 10 minutes until the edges are golden and firm, though the centers may still appear slightly soft.
Remove from the oven and allow the cookies to cool on the baking sheet for at least 5 minutes to set properly before serving.