Absolutely. Here are a couple of tips on how to bake with protein powder. While manufacturers use Whey Protein primarily for dietary supplements, it’s also used in baked goods, medical products, infant formula and others. To learn more about the Whey protein market and its applications, check out this in-depth market research. My wife doesn't use whey protein powder for baking. Instead, we frequently use it to make post-workout or keto shakes.