Prep the pan and oven. Heat your oven to 325°F (163°C).
Line the bottom of a 9-inch springform pan with parchment and lightly grease the sides. Wrap the outside with foil if your pan leaks.
Make the crust. In a bowl, mix almond flour, chopped nuts, shredded coconut, erythritol, cinnamon, and salt. Stir in melted butter until the mixture resembles damp sand.
Press and pre-bake. Press the crust evenly into the bottom of the pan.
Bake for 8–10 minutes until lightly golden. Set aside to cool slightly.
Beat the cream cheese. In a large bowl, beat softened cream cheese with a hand mixer until smooth and fluffy, about 2 minutes. Scrape the bowl to avoid lumps.
Add sweetener and spices. Beat in powdered erythritol, pumpkin pie spice, cinnamon, and salt until fully combined.
Blend in pumpkin and yogurt. Add pumpkin puree, Greek yogurt, and vanilla.
Mix on low until smooth. Avoid overmixing to prevent bubbles.
Incorporate protein powder. Sprinkle in the protein powder and mix on low just until no dry streaks remain. The batter should be creamy and pourable.
Finish with eggs. Add eggs one at a time, mixing on low after each until just combined.
Do not whip air into the batter.
Fill the pan. Pour the filling over the crust. Tap the pan gently on the counter to release any air bubbles.
Bake gently. Bake at 325°F (163°C) for 40–50 minutes. The edges should be set and the center slightly wobbly.
If the top is browning too fast, tent with foil.
Cool slowly. Turn off the oven, crack the door, and let the cheesecake rest inside for 30 minutes. Then move to a rack and cool to room temperature.
Chill to set. Cover and refrigerate at least 6 hours, preferably overnight. Slice with a warm, clean knife for the neatest pieces.
Garnish and serve. Add a small swirl of whipped cream and a dusting of cinnamon if you like.
Enjoy cold or slightly chilled.