Preheat your oven to 350°F and line a mini loaf pan with parchment paper.
In a medium mixing bowl, whisk together the Greek yogurt, egg whites, and vanilla extract until the mixture is completely smooth.
Add the oat flour, baking powder, and sea salt to the wet ingredients, stirring until a soft and slightly tacky dough forms.
In a separate small bowl, combine the chocolate protein powder, cocoa powder, monk fruit sweetener, and melted coconut oil.
Add water one teaspoon at a time to the chocolate mixture until it reaches a thick, spreadable paste consistency.
Roll the dough out into a rectangle on a piece of parchment paper, spread the chocolate filling evenly across the surface, and roll it up tightly into a log.
Slice the log in half lengthwise, twist the two strands together to reveal the chocolate layers, and place the loaf into the prepared pan.
Bake for 25 to 30 minutes until the loaf is firm to the touch and the top is lightly golden.