Preheat the oven to 350 degrees.
In a microwave safe bowl, combine the cream cheese and mozzarella cheese. Heat in 30 second intervals, mixing in between, until the cheese is completely melted and blended.
Transfer the melted cheese to a mixing bowl. Add the almond flour, coconut flour, baking powder, xanthan gum, vanilla extract, Swerve confectioner sugar substitute, egg, and ¼ teaspoon of cinnamon. Beat until well-combined into a dough.
Separate the dough into 6 evenly-sized balls.
Wet your hands slightly with water, then roll each ball of dough into a long thin log of dough, about 12 inches long.
Fold the edges up into a ‘u” shape. Take the center of each side and twist around each other once.
Fold up to form a pretzel shape and place the pretzels onto a parchment lined baking sheet.
In a bowl, combine the 3 tablespoons of granulated sweetener with 1 teaspoon of cinnamon. Sprinkle over the pretzels.
Bake for 20-25 minutes until the pretzels are golden brown and cooked through.