Preheat oven to 350F. Line baking sheet with parchment paper and set aside.
In a glass or microwave safe bowl, microwave the mozzarella and cream cheese for 1 minute. Half way through stir the mixture.
Add in almond flour, coconut flour, and beaten egg, stir.
Divide your dough into 5 sections and form each one into a pretzel shape and place on baking sheet. If you find your dough too sticky, wet your hands.
Bake for 15 minutes or until lightly browned
Cinnamon-Sugar Coating
In a small bowl, melt the coconut oil and butter in microwave (About 15 seconds).
In a separate small dish, whisk together the sweetener and cinnamon.
Brush the pretzels with the coconut oil and butter mixture, then immediately toss into the cinnamon-sugar mixture to coat.
Notes
The first time I made these, I cut the dough into 4 pretzels and baked for 20 minutes. They turned out perfectly, but we had them just before dinner ... and were then so full we didn't have dinner.