Preheat oven to 350 degrees F. Spray a baking sheet with nonstick cooking spray; set aside.
In a large mixing bowl or stand mixer, combine cocoa powder, protein powder, Kodiak Cakes, Truvia, baking powder, and salt.
Add vanilla extract and yogurt and mix until combined.
Scoop out dough using a 1 1⁄2 Tablespoon cookie dough scoop, or separate dough into 18 equal pieces.
Flatten each piece of dough out in your hand (it can get a little sticky, so spray your palms with nonstick cooking spray if needed).
Place a Rolo in the center of each piece of flattened dough and form a ball of dough around it.
Place on prepared baking sheet and bake for 10- 12 minutes.
Remove from oven and sprinkle powdered sugar on top before serving.