Sounds like the ones that Worldwide Sport Nutrition used to make, but looking at a couple different sites, it seems they've been discontinued.
I make my own protein-enriched cookie dough with oats, a teeny bit of wheat flour, butter/fat replacement (stewed prunes), natural peanut butter, and a heaping helping of protein powder. If anyone wants, I'll post the recipe. They're really not for baking, though, only for gnawing on frozen.