No never had any problems taking powder shakes/bars throu customs in either my case or hand luggage.
I have one of the shakers in Cyprus with one of the mesh things in the lid. I fill with ice cold water before leaving for the beach, pop it into a cool bag next to an ice block and by lunchtime its still cold, I then just add powder give it a good old shake and its done.
The meals I did eat I tried to avoid the carbs (although Cyprus bread is so good!) and if I snacked it was bits of chicken or ham.
I also had the occasional ice lolly rather than ice creams.
I am off again at the end of June so am hoping to be another stone lighter by then but still intend to take my shakes - especially the mango ones!