Crush Oreo cookies in a zip-top bag until fine crumbs form, leaving some larger pieces for texture.

Soften cream cheese by letting it sit at room temperature or microwave in bursts until creamy.

Mix cream cheese with crushed Oreo cookies until smooth. Gradually add protein powder and adjust consistency with milk if needed.

Scoop the mixture and roll into 1-inch balls. The mixture should hold together well.

Chill the rolled protein balls on a parchment-lined tray for at least 1 hour.

Optionally, roll chilled balls in extra crushed Oreos, cocoa powder, or shredded coconut before serving.