Preheat the oven to 400°F (200°C) and line a baking sheet with parchment paper.

In a large mixing bowl, whisk together the dry ingredients: whole wheat flour, protein powder, baking powder, coconut sugar, and salt.

In another bowl, combine the wet ingredients: almond milk, melted coconut oil, vanilla extract, and egg. Mix well.

Pour the wet ingredients into the dry ingredients and stir until just combined. Gently fold in the blueberries and nuts if using.

Scoop the dough onto the prepared baking sheet, forming 8 equal scones.

Bake for 15-20 minutes, or until the scones are golden brown and a toothpick inserted comes out clean.

Allow to cool for a few minutes before serving.