Line a baking tray with baking paper and put in freezer.
Melt the coconut oil gently in a pan over a medium-low heat. Add the cocoa powder and stevia. Stir well to combine. Remove from heat.
Stir the nuts and protein powder into the mixture. Add a little cold water so that the consistency is thick but pourable.
Remove baking tray from freezer and pour the mixture onto the baking paper, spreading evenly to desired thickness.
Place in freezer on a level shelf and leave for 20 minutes.
Freeze for up to 2 weeks.