In a microwave safe bowl, combine the mozzarella cheese and 2 ounces of cream cheese. Heat for 30 second intervals until the cheese are completely melted and blended together.

Add the almond flour, xanthan gum, baking powder and 3 tablespoons Swerve confectioners sugar substitute to the cheese mixture, and knead well with your hands until completely combined. Add the vanilla extract and egg to the cheese mixture, and blend until a smooth dough has formed.

Place the dough into the freezer for a minimum of one hour to chill. This makes it easier to roll out. Roll the dough out thinly between two pieces of parchment paper. Brush the melted butter across the dough.

In a small bowl, combine two tablespoons of granulated sweetener and 1 teaspoon of cinnamon. Sprinkle the cinnamon sugar mixture over the butter covered dough, and roll the dough tightly and carefully into a long log shape.

Preheat the air fryer to 350 degrees. Slice the dough into 10 even round portions. Place the cinnamon rolls onto a parchment lined tray, and cook for 4-5 minutes on each side, or until browned and cooked through.

Blend together the icing ingredients until smooth and creamy. Spread the icing over the top of each slightly cooled cinnamon roll before serving.