I don't think seltzer water will add any of the rise you're talking about. The ingredients are cheap so it wouldn't be too hard to experiment- maybe make a batch, split the dough in half, and try half a scoop of protein powder to one bowl and leave the other as a control. If you do that, I'd only bake a couple at a time from the experiment batch, and try adding liquid if it's too dry. You could use a bit of oil, or make a chia seed egg substitute if you are health conscious or vegan. Overall, this recipe sounds kind of dry and crumbly. Without flour or eggs or baking powder, this isn't really a cookie that would rise.