Prep the pan and oven: Heat the oven to 350°F (175°C). Line a 9-inch round cake pan with parchment and lightly grease the sides.
Make the lemon cream filling: In a bowl, beat cream cheese and butter until smooth.
Add lemon zest, lemon juice, powdered sweetener, and a pinch of salt. Mix until creamy and thick. Set aside.
Combine dry ingredients for dough: In a large bowl, whisk almond flour, coconut flour, granulated sweetener, baking powder, xanthan gum, salt, and lemon zest.
Melt the cheese: In a microwave-safe bowl, heat mozzarella and cream cheese in 30-second bursts, stirring between, until melted and stretchy (about 1–2 minutes total).
Alternatively, melt gently on the stovetop.
Form the dough: Add the melted cheese to the dry ingredients. Add eggs and vanilla. Mix with a sturdy spatula or use clean, lightly oiled hands to knead until it forms a smooth dough.
If sticky, rest 2–3 minutes to firm up.
Roll out the dough: Place the dough between two sheets of parchment. Roll into a rectangle about 10x14 inches, roughly 1/4-inch thick. Peel off the top sheet.
Spread the filling: Dollop the lemon cream over the dough and spread gently to the edges, leaving a 1/2-inch border on one long side.
Roll it up: Using the parchment to help, roll up from the long side opposite the border into a tight log, sealing the edge.
Chill the log in the freezer for 10 minutes to make slicing easier.
Slice the rolls: Use a sharp knife to cut 9–10 even slices. If any squish, gently reshape into rounds.
Arrange and bake: Place slices in the prepared pan with a little space between them. Bake 20–25 minutes, until puffed and lightly golden on top.
The centers should be set but still soft.
Cool slightly: Let the rolls cool in the pan for 10–15 minutes. This helps them firm up for clean glazing.
Make the glaze: Whisk powdered sweetener, heavy cream, lemon juice, and vanilla until smooth and pourable. Adjust thickness with more cream or sweetener as needed.
Glaze and serve: Drizzle the glaze over warm rolls.
Add extra lemon zest if you like. Serve warm or at room temperature.