There are things that are definitely advised to avoid while on treatment so it's probably best to run your work out supplements by your doctor. Even over the counter supplements should be discussed with your doctor so that he/she knows everything you are taking while on treatment.
Good luck with treatment and I hope you are able to keep up your exercise regimen!
It is good to focus on getting in good physical shape prior to trt, but don't be surprised to see a drop in your performance after the 3rd-4th week. Some breeze through trt, some have a rough time and are quickly fatigued from the start. Do what you can to maintain since you probably already had a workout routine, but don't beat yourself up if you have to back off on the frequency and intensity.
As meakea mentions, discuss the protein suppliments with your doc. Eating a good diet, enough fat with the PIs, and drinking lots of water would be most important.
Best of luck as you begin trt.