Place the mozzarella and cream cheeses into a microwave safe bowl. Heat the cheeses at 30 second intervals until they are completely melted. Mix to combine.
Add the baking powder, almond flour, xanthan gum and confectioners sugar substitute to the bowl with the cheese dough, and knead with your hands until well incorporated.
Place the dough into a mixing bowl, and add the vanilla extract and egg. Beat on high until well combined.
Put the dough into the freezer to chill for 30 minutes.
Remove the dough and roll it into a rectangular/oval shape between two pieces of parchment paper. Roll it thin, but not so thin that it will tear or rip when you try to roll it.
Combine the filling ingredients in a bowl, and sprinkle the mixture over the top of the rolled out dough.
Tightly roll the dough lengthwise into a long roll, using the parchment paper to help guide you.
Use a sharp knife to cut the rolled dough into small circles. Place the small cinnamon rolls onto a parchment lined baking sheet.
Bake the cinnamon rolls for 15 minutes, or until lightly browned and completely cooked through.
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