Preheat the oven to 350F and line an 8-inch round baking pan with parchment paper. Lay a large silicone mat on a work surface and lightly grease the mat to help prevent the dough from sticking.
Follow the directions for the bagel dough except add the powdered sweetener in along coconut flour in Step 1. Add the vanilla extract in Step 2.
Turn the dough out onto the prepared work surface and knead a few times until uniform. Cover with parchment or waxed paper and roll out to a large rectangle, about 15 by 12 inches.
Brush the triangle with the melted butter and sprinkle with the sweetener and the cinnamon, leaving a 1/2 inch border all around the dough. Sprinkle with the chopped cranberries and pecans.
Starting at a long end, roll the dough up tightly and pinch the seam closed. Use a very sharp knife to slice into 8 even rolls (I always cut about 1 inch off the ends of the roll as those don't have a lot of filling. This allows you to cut more even slices).
Place the rolls in the prepared baking pan and bake about 30 minutes, until the rolls have puffed and spread a bit, and the tops are golden brown. Remove and let cool.
Cream Cheese Icing:
In a medium bowl, beat the cream cheese with the sweetener until well combined. Beat in the heavy cream and the orange zest, if using.
Beat in enough water to thin to a pourable consistency. Drizzle icing over the rolls.