That is one thing I really miss too, so in the beginning I still baked but not as frequently and made it more like a treat. I didn't change my recipes since I think it's ok to have treats now and then. Now I still don't bake as frequently but I make half batches that way I don't over indulge but just get a taste and it satisfys the craving.
Also in the beginning I made these peanut butter protein balls when I really needed a pick me up. I have rolled them in coconut and nuts too at times. You could also dip in chocolate. Again, these are NOT for everyday but once in awhile and I think a bit on the healthier side. You will need to scroll down for the recipe amongst these 10 recipes. www.bodybuilding.com/fun/10_protein_recipe
Here is a recipe for coconut cupcakes frosted. They look super yummy. I haven't tried them yet, but I bet they are good. I will be trying these soon, but right now working on a very strict diet. www.bodybuilding.com/fun/jamie-easons-live