Preheat oven to 350°F (175°C) and line a baking sheet with parchment paper.
In a medium bowl, whisk together the pumpkin puree, erythritol, egg white, and vanilla extract until smooth.
In a separate bowl, combine oat flour, pumpkin pie spice, baking soda, and salt.
Gradually incorporate the dry ingredients into the wet mixture until a cohesive dough forms.
Spoon 12 equal portions of dough onto the baking sheet and gently flatten each into a disk shape.
Bake for 10 to 12 minutes until the centers are set and edges are slightly golden.
Transfer cookies to a wire rack to cool completely.
Prepare the icing by whisking the protein powder, Greek yogurt, and almond milk together until a thick glaze forms.
Drizzle or spread the protein icing onto the cooled cookies before serving.