Prepare the Dough: In a bowl, microwave mozzarella and cream cheese until melted. Stir until smooth, then add almond flour, coconut flour, baking powder, egg, vanilla, and sweetener. Mix until a dough forms.
Roll the Dough: Place dough between two parchment sheets and roll into a rectangle using a rolling pin.
Add the Filling: Apply melted butter over the dough. Mix cinnamon and sweetener and then sprinkle it on top.
Roll and Slice: Carefully roll the dough into a log. Slice into 6–8 equal pieces and place them in a greased baking dish.
Bake the Buns: Bake at 180°C (350°F) for 18–20 minutes or until golden brown.
Make the Frosting: Whip together cream cheese, sweetener, vanilla, and heavy cream until smooth. Spread over warm buns if desired.