At the end of the day, ANY protein powder can be great for baking cookies, but you have to make the right substitutions, and it depends on the type of cookie you’re after.
As a 1:1 replacement in cookie recipes, any of the protein powder options won’t necessarily work out extremely well for you.
But if you find a recipe online that uses your specific type of protein powder, all of the substitutions and guesswork have already been done for you, so the final result may be exactly what you’re looking for.