Preheat oven to 325 °F (165 °C). Sift almond flour with protein powder, natural sweetener, and baking powder.
Add the butter and 1 egg into the dry mixture and mix well until you have a smooth dough. Place a sheet of plastic wrap on the counter, then grease or spray with baking spray. Place dough on greased plastic, push the dough down a bit, and grease with another layer with coconut oil or spray. Top with another sheet of plastic wrap. Roll the dough out with a rolling pin until a long rectangle shape (9x12) or so. Then remove the top layer of plastic. Place in the fridge to cool (it rolls better if the dough is chilled.
Cinnamon filling: Mix all the ingredients together and combine well.
Use to spread evenly over the dough (make sure the top layer of plastic is off the cookie dough). Roll up the dough using the edge of the plastic to make a tight log. Cut into 1/2inch pieces. Bake for 8 minutes or until baked through (insert a toothpick to check doneness...the toothpick should come out clean).
Cream cheese frosting: In a medium bowl, blend all the ingredients and stir until very smooth. It will thicken up overnight.
Spread the frosting over the cooled cookies. Enjoy!