Preheat your oven to 375°F (190°C) and line a baking sheet with parchment paper.
In a large mixing bowl, combine whole wheat flour, protein powder, coconut sugar, baking powder, and salt. Mix well.
Add the cold butter to the flour mixture and use a pastry cutter or your fingers to blend until the mixture resembles coarse crumbs.
In a separate bowl, whisk together Greek yogurt, almond milk, and vanilla extract until smooth.
Pour the wet ingredients into the dry ingredients and mix until just combined. If desired, gently fold in the blueberries.
Turn the dough onto a floured surface and knead gently a few times. Pat the dough into a circle about 1 inch thick.
Cut the dough into wedges and place them on the prepared baking sheet.
Bake for 15-20 minutes or until the scones are golden brown on the edges.
Allow to cool slightly before serving. Enjoy warm or at room temperature!