If you work out regularly, having a protein shake before bedtime is a good idea for you. Protein helps to repair and rejuvenate muscles when you are asleep. And the more muscles you have, the more calories your body burns.
Milk has tryptophan and calcium, which helps in improving the quality of sleep. Milk contains dairy protein including whey and casein, where casein is a slow releasing protein, which enhances muscle building in the long run.
Use unsweetened almond or soy milk and add some greek yoghurt. You can add some honey for sweetness.