Preheat the oven to 375 degrees.
Place the mozzarella cheese and cream cheese into a bowl that is microwave safe. Heat the cheese in the microwave 30 seconds at a time until it is completely melted and can be combined together.
Add the almond flour, baking powder and xanthan gum to the bowl with the cheese mixture. Knead it together well until a dough has formed.
Place the dough into a mixing bowl with the egg, and beat until combined well.
Wet your hands slightly, and form the dough into 8 even sized balls.
Roll each ball of dough out so that it is a long snake shape, and wrap it around to form a circular bagel shape with a hold in the middle.
Pinch the ends together so that the dough stays connected.
Flatten each bagel shape slightly, and place them onto a parchment lined baking
sheet.
Bake them for 15-20 minutes until browned and crispy on the bottom.