Prepare the Dough. In a large mixing bowl, combine the flour, protein powder, baking powder, and salt. Add the applesauce, Greek yogurt, and egg, mixing until a dough forms. Gradually add milk until the dough is soft but not sticky.
Roll and Fill. On a floured surface, roll the dough into a rectangle. Mix the filling ingredients and spread them over the dough. Roll the dough tightly from the long end, and cut into 8-10 rolls.
Bake. Place the rolls in a greased baking dish. Bake at 350°F for 20-25 minutes, or until golden brown.
Icing. While the rolls bake, mix the icing ingredients. Adjust the consistency with protein powder or yogurt as needed.
Serve. Drizzle icing over warm cinnamon rolls and enjoy!