Combine the mozzarella and cream cheese in a heat-proof bowl. Microwave in 30-second intervals until fully melted.
Whisk in the egg into the cheese mixture.
In a separate bowl, whisk together almond flour, baking powder, and salt.
Blend the dry ingredients into the cheese mixture.
Knead the dough into a ball and wrap in cling film. Refrigerate for at least 30 minutes before using.
Take the dough out of the chiller and divide into 8 balls.
Take a ball of dough and divide into 2 pieces. Roll each piece into a log. Twist both logs together, pinching the ends together to secure.
Do the same for the remaining dough.
Arrange twists on a parchment-lined baking sheet.
Stir butter, brown erythritol, and cinnamon in a bowl. Brush mixture generously onto the prepared twists.
Bake for 25-30 minutes at 350F.
Meanwhile, whisk all ingredients for the icing.
Take twists out of the oven and leave to cool to room temperature.
Drizzle icing on top and serve.