Combine Greek yogurt, frozen blueberries, and protein powder in a bowl.

Line a tray with parchment paper and use two spoons to form up to 6 clusters, then freeze for 30 minutes.

Meanwhile, melt the chocolate with the coconut oil in a saucepan.

Remove the clusters from the freezer and coat each one in the melted chocolate.

Let them cool for a few minutes, then serve or store them in the freezer for later.