Add the Greek yogurt, oat flour, cocoa powder, nut butter, sweetener, salt, vanilla, and protein powder (if using) to a bowl.
Add the milk or water gradually, mixing until you have a thick, cookie-dough-like consistency. Don't add more liquid than necessary.
Fold in some of the chocolate shavings or chocolate chips.
Refrigerate for approximately 30 minutes to allow the mixture to thicken.
Scoop the chilled cookie dough into a serving bowl.
Top with the remaining chocolate shavings or chocolate chips.