Preheat oven to 190°C (375°F) and line a tray with parchment.
Whisk together gluten-free flour, almond flour, protein powder, salt, and baking powder.
In the bowl of a stand mixer, beat whole egg, egg yolk, and melted ghee until smooth and frothy.
Add coconut sugar and beat until smooth and fluffy.
Fold dry ingredients into wet mixture to form soft dough.
Mix in chocolate chips and walnuts, adding milk if dough is dry.
Shape dough into log, slice into 15 portions, roll into balls, and flatten slightly.
Bake 8-10 minutes until edges are set; cool 5 minutes on tray, then transfer to wire rack.