Line a small baking sheet or shallow pan with parchment paper.
In a medium bowl, stir together the Greek yogurt, vanilla yogurt, and protein powder until smooth and evenly combined.
Spread the yogurt mixture onto the prepared pan in an even layer about ¼-inch thick.
In a small microwave-safe bowl, combine the chocolate chips and coconut oil and heat in short bursts until melted and smooth.
Drizzle the melted chocolate over the yogurt layer.
Sprinkle the pomegranate seeds, crushed candy cane, and festive sprinkles over the top.
Place the pan in the freezer and let the bark freeze until firm, at least 2–3 hours.
Once solid, use a sharp knife or your hands to break the yogurt bark into pieces of your preferred size.
Store the pieces in an airtight container in the freezer.