Place the mozzarella cheese and 2 oz. cream cheese into a bowl that is microwave safe. Heat at 30 second intervals until the cheeses are melted and well combined.
Add the cheese dough to a mixing bowl with the almond flour, baking powder, xanthan gum and Swerve confectioner sugar substitute from the dough ingredients list. Knead with your hands to combine completely.
Blend the egg and ½ teaspoon of vanilla into the dough until well combined, and place the dough into the freezer to chill for 30 minutes.
Preheat the oven to 350 degrees.
Mix together the ingredients for the filling in a bowl until smooth and creamy.
Roll the chilled dough between two silpat mats or pieces of parchment paper until it is about ¼ of an inch thick. Use a round cookie cutter or other object to cut circles from the dough that are about 3-4 inches across.
Place a bit of the filling in the center of each circle, and fold one half of the circle over the other. Pinch the edges closed to form a pocket with the filling in the center.
Brush the melted butter on the outside of each filled pocket of dough.
Combine the granulated sweetener and cinnamon in a bowl, and sprinkle it over the pockets.
Bake for 15-20 minutes until browned and cooked through.