Add to a large bowl egg, Greek yogurt, ground cinnamon and vanilla extract. Stir well, using either a fork or a whisk.
Add to the custard protein powder and milk. Whisk until combined in a smooth batter free of lumps. If necessary, add 1 to 2 tablespoons of milk more (see notes*).
Dip each slice of bread into the protein batter until soaked on one side, then flip it with a fork and soak on the other side.
Heat a skillet over medium heat and grease it with cooking spray or butter. Once the surface is hot, add a soaked slice of bread. Cook for 2 -3 minutes, then flip and cook on the other side for additional 2 minutes. It is ready when golden brown and lightly crispy on the edges.
Serve protein French toast with your favorite toppings, such as Greek yogurt and sliced banana.