Why do people protest? They want to change things. The status quo, in other words. Take the suffragettes for example. If they protest enough, maybe people take women voting seriously, and the status quo gets disrupted. If the protest fails, then things merely revert back to the old status quo. There really is no drawback to protesting. It's a binary thing: you protest and things change for the better or they don't and you're back where you started from.
That's not the case with this election. A successful protest by the Bernie folks means a great leftward lurch by one of the major parties, which I agree is a good thing. But if the protest fails, there are two possible outcomes: we revert to the status quo of a mildly progressive Democratic party OR Trump becomes president and decades worth of progressive changes are wiped out, at the very least.
To make an analogy, it's like if BLM knew that a failed bid to change the status quo by protesting meant not only a possible return to the old status quo, but a nightmarish possibility that slavery would become legal again. If such an outcome were a real possibility of a failed attempt to change things, you would have to think long and hard about protesting, and the smart thing to do might be to wait until conditions are such that you're not plunged into a nightmare if the protest movement fails.
I think the smart thing to do in the case of Sanders voters is to accept that it's too risky right now to make any protests against the Democratic party and it's candidate. Maybe if the GOP had nominated a moderate, the risk might be worth it (although even a moderate GOP president would be a disaster for the Supreme Court), but with Trump, the risk vs reward equation is too heavy on the "risk" side.