Preheat your oven to 350°F (175°C) and lightly grease a mini loaf pan with coconut oil or parchment paper.
In a medium mixing bowl, mash the half banana with a fork until it reaches a smooth, liquid consistency.
Add the egg, Greek yogurt, and vanilla extract to the banana, whisking until the wet ingredients are fully combined.
In a separate small bowl, stir together the vanilla protein powder, oat flour, baking powder, cinnamon, and sea salt.
Gradually fold the dry ingredients into the wet mixture using a spatula, being careful not to overmix the batter.
Gently fold in the chopped walnuts to distribute them evenly.
Pour the batter into the prepared mini loaf pan and smooth the top with your spatula.
Bake for 25 to 30 minutes, or until the top is golden brown and a toothpick inserted into the center comes out clean.
Remove from the oven and allow the bread to cool in the pan for at least 10 minutes before slicing and serving.