You can eat protein cookies any time you like. They’re a tasty way to increase your protein intake without chugging another protein shake you don’t really want. If you’re serious about gaining muscle, you may want to eat your protein cookie post-workout to maximize the muscle protein synthesis window. (Although some research, such as this 2013 meta-analysis in the Journal of the International Society of Sports Nutrition3, suggests that the post-workout nutrient window isn’t as short as some people once thought, so it doesn’t seem to matter much.)