Preheat the oven to 350°F (175°C). Line a 9 x 5-inch loaf pan with parchment paper and set aside.
Place the rolled oats in a high-powered blender or food processor and blend 20–30 seconds on low until they become a fine flour.
Add the granulated sweetener, protein powder, baking powder, and sea salt to the oat flour and pulse briefly until combined.
In a large bowl, whisk together the eggs, Greek yogurt, egg whites, avocado oil, and vanilla until smooth and well combined.
Pour the dry mixture into the wet ingredients and stir until a smooth batter forms. Gently fold in the fresh blueberries and lemon zest.
Transfer the batter to the prepared loaf pan and smooth the top. If desired, sprinkle seeds or nuts on top.
Bake on the center rack for 50–70 minutes. If using foil, cover the loaf for the first 30 minutes then remove foil and continue baking until done.
Check doneness by inserting a digital thermometer into the center; the bread is done at 190–205°F (88–96°C). Remove from oven and cool to room temperature before slicing.