You can cook with protein powders, no problem. It will denature the protein but that doesn't render the protein useless. It just slightly changes the shape of the protein molecule.
The perfect example is egg whites. As you cook raw egg whites they change from a liquid to a solid. Even though you denatured the protein, your body still absorbs it completely fine.
The whole 'don't denature your protein' is bro science anyways because any whey protein supplement will be long denatured before it reaches your house. They are shipped on the back of hot trucks and are usually sitting on the shelf 2 years before you even buy it.