Collagen is a building block of bones, ligaments, and tendons. It's high in protein and is known for its ability to “glue” things together. Collagen supplements are derived from animal collagen, usually beef. Because of its makeup, it actually helps to act as a binding agent in baked goods but doesn't disrupt the flavor.  Whey protein powder is often the main ingredient in protein baked goods but that is because it acts like flour. Whey protein is derived from the proteins found in milk. As the fat in milk coagulates, the whey is left behind and this is then turned into powder form.