Prep the pan and oven: Line a 9-inch round baking pan with parchment or lightly grease it.
Preheat the oven to 350°F (175°C).
Mix dry ingredients: In a bowl, whisk together almond flour, coconut flour, baking powder, and salt. Set aside.
Melt the cheeses: In a microwave-safe bowl, combine mozzarella and cream cheese. Microwave in 20–30 second bursts, stirring in between, until fully melted and stretchy.
This usually takes 60–90 seconds.
Bring the dough together: Add the melted cheese to the dry ingredients. Add egg and vanilla. Mix with a sturdy spatula until a dough forms.
If it seems too sticky, let it rest 2–3 minutes so the flours hydrate.
Roll it out: Place the dough between two sheets of parchment. Roll into a rectangle about 10x12 inches, roughly 1/4 inch thick. Peel off the top parchment.
Make the filling: Stir together softened butter, sweetener, cinnamon, and a pinch of salt until smooth.
Spread evenly over the dough, leaving a small border along one long edge.
Roll it up: Starting from the long side, use the parchment to help you roll into a tight log. If the dough cracks slightly, press it back together with your fingers.
Slice the rolls: Use a sharp knife or unwaxed dental floss to cut 8–10 even rolls. Transfer them cut-side up into the prepared pan, leaving a little space between each.
Bake: Bake 18–22 minutes, or until the tops are lightly golden and the centers look set.
Avoid overbaking—these are best a touch soft.
Make the glaze: While they bake, beat cream cheese and butter until smooth. Add powdered sweetener, vanilla, salt, and just enough heavy cream to reach a pourable, creamy consistency.
Glaze and serve: Let the rolls cool 5–10 minutes. Spread the glaze over warm rolls so it melts slightly into the swirls.
Serve right away.