Melt mozzarella and cream cheese in a microwave-safe bowl for 60–90 seconds, stirring until smooth.
In a separate bowl, combine almond flour, coconut flour, and baking powder. Add melted cheese, eggs, and vanilla; mix until a soft dough forms.
Place dough between parchment papers and roll into a ¼-inch thick rectangle.
Brush dough with melted butter. Mix erythritol and cinnamon, then sprinkle evenly over the dough.
Roll tightly into a log and cut into 6–8 slices. Arrange slices in a greased or parchment-lined baking dish.
Preheat oven to 350°F (175°C). Bake for 20–25 minutes until golden brown.
For the glaze, mix softened cream cheese, butter, powdered erythritol, vanilla, and enough heavy cream to reach desired consistency. Drizzle over warm buns before serving.
Notes
Feel free to adjust the sweetness or cinnamon amount to taste. These buns are best enjoyed warm.