Preheat the oven to 350°F (175°C). Lightly grease a 12-cup mini muffin tin or use silicone liners and set aside.
Place the rolled oats in a blender or food processor and pulse until they form a fine oat flour (about 30–45 seconds). Transfer the oat flour to a medium bowl.
Whisk the protein powder, baking powder, salt, and 1 teaspoon ground cinnamon into the oat flour so the dry ingredients are evenly combined.
In a separate bowl, whisk together the Greek yogurt, egg, maple syrup and vanilla until smooth. Pour the wet mix into the dry ingredients and stir until a slightly thick batter forms. Let the batter rest 8–10 minutes so the oat flour hydrates — it should be scoopable but not runny.
While the batter rests, make the cinnamon swirl: stir the brown sugar, 2 teaspoons cinnamon, melted coconut oil and nutmeg in a small bowl until it reaches a spreadable paste.
Fill each mini muffin cup about one-third full with batter (roughly 1 tablespoon). Dot the center of each with about 1/2 teaspoon of the cinnamon swirl, then cover with another tablespoon of batter to enclose the filling. Use a toothpick or skewer to drag a gentle spiral through the batter so each bite has a swirl of filling.
Bake for 13–15 minutes, until edges are set and a toothpick inserted in the outer batter comes out mostly clean. Avoid overbaking to keep the centers tender.
Let the bites cool in the tin for 5 minutes, then transfer to a wire rack to cool completely. While they cool, beat the glaze ingredients together until smooth and spreadable.
When the bites are cool, drizzle or dollop about 1 teaspoon of glaze on each. Serve immediately or chill briefly to set the glaze.