In a large bowl, combine the flour, protein powder (or more flour), baking powder, sweetener, and salt.
Add Greek yogurt to the dry ingredients and mix until a dough forms. Use your hands to knead the dough for about 2 minutes, until smooth.Note: Depending on the protein powder and yogurt, you may need to adjust the dough. If it’s too sticky, add more flour; if too dry, add more yogurt. On a floured surface, roll out the dough into a large rectangle, about ¼-inch thick.
Brush the rolled-out dough with melted coconut oil (or butter/nut butter).
Evenly sprinkle the cinnamon-sweetener mixture over the surface of the dough.
Cut the dough into strips about 1 to 1 ½ inches wide. Starting from one end of each strip, tightly roll the dough into a spiral to form a roll.
Place each roll into the prepared baking dish with the spiral side facing up. Leave a little space between each as they will expand during baking.
Bake the rolls for 20 minutes, or until golden on top. Let them cool in the baking dish for at least 5 minutes before adding frosting.