Preheat an oven to 325F and line a 12-muffin tin with cupcake liners or baking cups.
Mix the dry ingredients in a large bowl and be sure to get any clumps of coconut flour completely incorporated.
Gradually add the milk, yogurt, butter, and egg to the dry ingredients. Stir until smooth.
Fold the sprinkles into the cupcake batter.
Transfer the batter to the cupcake liners as evenly as possible. Each liner should be around 3/4 full.
Bake for 20-22 minutes or until a toothpick comes out clean. Avoid overcooking as protein treats run a higher risk of being dry/tough with overcooking.
Remove the cupcake liners from the muffin tin to cool.
While your protein cupcakes cool, mix the frosting ingredients in a bowl. You can simply frost the cupcakes or add the frosting to a resealable bag with a corner cut off or a piping tool for more precise frosting. (If you're going to have leftovers, I recommend leaving the cupcakes unfrosted until you eat them since the frosting needs to be refrigerated.)