Preheat your oven to 375 F and line a round baking dish or 9-inch cake pan with parchment paper.
Melt the shredded mozzarella and cream cheese together in the microwave in 30-second bursts, stirring between each, until smooth and stretchy. Add the almond flour, granulated erythritol, egg, and baking powder. Mix until a uniform dough forms.
Roll the dough out between two sheets of parchment paper into a rectangle about 10x14 inches. Spread the softened butter over the surface, then sprinkle evenly with the brown sugar erythritol and cinnamon.
Starting from a long edge, roll the dough up tightly into a log. Slice into 8 even rolls and arrange them cut-side up in the prepared pan.
Bake for 20 to 25 minutes until the rolls are golden brown and puffed.
While warm, whisk together the powdered erythritol, heavy cream, and vanilla extract. Drizzle the glaze over the warm cinnamon rolls and serve immediately.