In a small saucepan over medium heat, combine heavy cream and powdered sweetener. Whisk to combine and bring to just a simmer. Add chocolate and let sit 5 minutes, then whisk to combine. Add vanilla extract.
Set aside while preparing dough.
Preheat oven to 350F and line a large baking mat with parchment paper or a silicone liner.
In a medium bowl, combine almond flour, coconut flour, sweetener, and baking powder. In a large saucepan, melt cheese over low heat until it can be stirred together.
Add butter, egg, and vanilla extract and stir to combine. Stir in almond flour mixture until dough comes together (keep heat on low). It will still have some large streaks of cheese. Turn out dough onto a parchment-lined surface and kneed until uniform (this only takes a little kneading).
Divide dough into two even pieces. Cover first pieces of dough with another piece of parchment and roll out into a long rectangle, about 6 by 12 inches.
Spread dough with half of the chocolate mixture, leaving a 1-inch border on the long sides and a ½-inch border on the short sides. Sprinkle with ¼ cup chopped walnuts. Starting at a long end, carefully roll up dough and pinch the seam to seal. Pinch ends to seal.
Repeat with remaining dough and remaining chocolate mixture. **Rolled dough logs can actually be frozen at this point. Thaw completely before baking.
Place logs on prepared baking sheet and bake 15 to 20 minutes, until golden brown and just firm to the touch. Remove from oven and let cool completely (don't cut into it while still warm or your chocolate filling will ooze everywhere!). Sprinkle with powdered Swerve and slice into ½ inch slices to serve.
Serves 15 (2 slices per serving). Total NET CARBS = 2.04g.Food energy: 180kcal Total fat: 15.33g Calories from fat: 137 Cholesterol: 31mg Carbohydrate: 4.02g Total dietary fiber: 1.98g Protein: 5.50g