Skip this step if you're starting with pre-made espresso shots. Grind the coffee beans until it forms a fine powder similar to table salt. Follow your espresso machine's directions and make a double shot.
Pour the milk in a pot over medium heat. Warm to your desired coffee temperature, then turn off the heat and add the protein powder. Whisk with the milk frother until protein has dissolved.
Pour the espresso shot into a coffee mug. Add the milk mixture. Enjoy immediately.
Notes
Make sure not to overheat the milk. It should never boil, just get warm enough to drink as a latte. Heating it too hot can scald the milk and lead to clumpy protein powder.