Preheat your oven to 400 F/200 C and line a baking sheet with baking paper. Place the mozzarella cheese, ¼ cup cream cheese, coconut flour, egg, ½ tsp baking powder, xanthan gum, ½ tsp vanilla extract, and 4 tbsp powdered erythritol into a food processor. Process until combined.
Transfer the mixture to a microwave-safe bowl. Microwave the bowl in 30-second intervals to melt it. Stir to combine.
Place the dough between 2 pieces of parchment paper. Roll it out to an 18 x 20 cm rectangle. (7x 12 inches). Cut the dough into 6 equal rectangles, 6×10 cm (2.3 x 4 inches) each. If the dough is too sticky, place it in the freezer for 5-10 minutes.
Transfer the dough rectangles to the lined baking sheet. To a bowl, add 1/4 cup cream cheese, egg yolk, ½ tsp vanilla extract, and 3 tbsp powdered sweetener. Whisk to combine.
Add 1 ½ tbsp of the cream cheese filling to the center of each triangle. Spread it down the middle of the rectangles, reserving 1 cm of dough around the edges. Top with 1 tsp of jam and gently spread it over the cheese.
Transfer the baking sheet to the oven. Bake for 8-12 minutes until golden around the edges. Allow them to cool to room temperature.
To serve, sprinkle with powdered sweetener or drizzle on a simple glaze. You can enjoy it as is or heat it in the microwave for a bit.