Dissolution of protein powder in water
A lot of powders show this behaviour. Try it with flour or 100% cocoa powder, and you get the same result.

What all these powders have in common, is that the grains contain some hydrophobic material.

When you put a bunch of powder in water, the outside layer of powder gets wet and sticks together, but doesn't let the water through, trapping an air bubble inside. Then when you try to stir, the waterproof bubbles just float around, easily avoiding your spoon.

But if you only put a small amount of liquid, the stirring is much better, and you can wet all the grains.

Source: this entry in the Hitchhiker's Guide to the Galaxy (of all places).