In a small bowl or large liquid measuring cup, combine protein shake, pudding mix, and whipped topping. Combine well with a whisk or immersion blender until pudding mix is dissolved.
Pour mixture into a Ninja Creami pint container, being careful not to exceed the max fill line, and close the lid. Transfer to a level surface in your freezer for at least 24 hours.
Remove pint from freezer and take off lid. Place pint into the outer bowl and secure the outer bowl lid. Lock the outer bowl apparatus into the Ninja Creami machine and press the Lite Ice Cream button. Allow the cycle to complete.
Remove the pint from the machine and check the consistency. If the texture appears crumbly, insert it back into the machine and use the Re-spin button to spin it again. If it's still crumbly after that, add a tablespoon of milk to the ice cream and Re-spin once more. It should be nice and creamy after Re-spinning.
Create a well in the ice cream that's about an inch wide and extends to the bottom of the pint. Add Oreo cookie pieces to the well, reserving some for garnish if you'd like.
Insert the pint back into the machine and use the Mix-In button to incorporate the cookie pieces into the protein ice cream.
Serve, garnished with reserved cookie pieces if desired, and enjoy!
