Line a 9 x 9-inch baking tray with parchment and set aside. Alternatively, use any deep dish or large loaf pan.
In a large mixing bowl, add your crispy rice cereal and protein powder and set aside.
In a saucepan over low heat, melt your coconut oil with marshmallows until combined.
Pour over the dry ingredients and mix until fully incorporated. Transfer the mixture to the lined tray and press firmly into place. Let it sit for 30 minutes to firm up.
Once firm, use a sharp knife to slice into bars.