Place the mozzarella and cream cheese into a microwave safe bowl. Heat for 30 seconds at a time until the cheeses have melted and are combined well.
Add the cheese mixture to a mixing bowl with the egg, baking powder, xanthan gum, almond flour and 3 tablespoons Swerve. Blend until well combined into a dough.
Chill the dough for 30 minutes.
Preheat the oven to 350 degrees.
Roll the chilled dough to about ¼ of an inch thick between two sheets of parchment paper or two silicone baking mats.
Cut the dough into eight squares or rectangles of even sizes.
Transfer the dough squares to a parchment or silicone mat lined baking sheet.
Place a spoonful of the jam into the center of 4 of the dough squares.
Layer another square of dough over the ones with the jam, and pinch the edges closed around the filling.
Use the tines of a fork to crimp the edges of the pastries.
Bake for 15-18 minutes until cooked through and lightly browned. Allow to cool.
Blend together the butter and Swerve until creamy.
Mix in the vanilla, and spread the icing on the cooled pastries.
Add sprinkles for garnish if desired and serve.