Add protein powder and water to a small mixing bowl and stir with a fork or whisk to combine.
Add salt, powdered sugar, vanilla and coconut oil to the bowl and whip using a whisk, hand mixer or small stand mixer with whisk attachment.
Prepare the chocolate by melting it slowly, at low heat together with the coconut oil in a microwave-safe bowl or in a double boiler. Stir often to prevent burning.
Arrange 12 mini muffin liners in a mini muffin tray.
Spoon a small dollop of melted chocolate in the bottom of each liner, then scoop a teaspoon sized ball of filling on top and in the middle so that the chocolate comes around the outside of the ball of filling. Flatten the filling somewhat with the back of a spoon or spatula, then spoon more chocolate on top, allowing it to drip down the side of the filling.
Repeat with remaining cups until all filling is used; you will have extra melted chocolate.
Place the tray in the freezer to set. Once the chocolate is cold and firm, serve or store covered in the refrigerator.
Serve sprinkled with flaked sea salt, crushed peppermint, or unadorned.