Its not going to remotely help, but a guy on extreme cheapskates on TLC made his own protein drinks out of bananas, banana peel, eggs and egg shells.
Blitz in a blender and drink (and gag)
You could just add gelatin, or vege-gel to the protein powder/water solution and it should set, albeit an odd texture
Outside of animal proteins you'll need to mix most other sources to make up a complete protein like you'd find in a bar or shake.
Red lentils are good if you mix them with nuts and are easy to do a tray-bake style batch. Might not be a flavour explosion but would do the job I expect though I'm no nutritionist.
I'd have though the interweb would be a wash with recipes for this sort of thing... perhaps not.
You could add crushed seeds to a normal cereal bar recipe to up the protein content. I tried this with a recipe for apricot cereal bars by adding crushed sunflower seeds to the main mix and they came out fine.
and possibly no bake.
