Preheat the oven to 325°F (163°C). Line a muffin pan with liners and spray lightly with nonstick cooking spray.
In a large bowl, whisk together the honey, egg, vanilla extract, and Greek yogurt until smooth.
Stir the cooled melted butter into the wet mixture, then fold in the shredded zucchini after blotting or squeezing out excess moisture.
In a separate bowl, whisk together the whole wheat pastry flour, vanilla protein powder, nutmeg, cinnamon, kosher salt, and baking soda.
Fold the dry ingredients into the wet ingredients just until combined, then gently fold in the chopped walnuts if using; do not overmix.
Spoon the batter into the prepared muffin liners, filling each about two-thirds full, and bake for 15–17 minutes until a toothpick inserted in the center comes out clean.
Let the muffins cool in the pan for a few minutes, then transfer to a wire rack to cool completely before serving.
