Preheat the oven to 350 degrees and line a baking sheet with parchment paper.

Add the cream cheese and mozzarella cheese to a microwave safe bowl. Heat for 30 seconds at a time until completely melted, stirring in between intervals.

Blend together the cheese mixture with the almond flour, egg, baking powder, salt and egg until well combined.

Form the dough into 6 evenly sized balls. It helps to wet your hands.

Flatten the balls of dough into circles using your hands.

Place a piece of cheese stick and 6 slices of pepperoni into the center of each dough circle.

Fold the dough up and over the filling and form each ball into the shape of a roll.

Layer the pepperoni rolls onto the prepared baking sheet and bake for 20 minutes, or until browned and cooked through.