Egg Mixture
Combine all the ingredients and mix well.
Set aside.
Dough
In a large saucepan, melt the mozzarella cheese and cream cheese over low heat until it can be stirred together and remove from the heat.
(Or microwave 1 - 1.5 minutes.)
Stir until well combined.
Add an egg and stir.
Add the almond flour (or coconut flour), baking powder and xanthan gum and mix well.
Wet your hand and knead it until uniform.
* Reheat the dough if it gets crumbly.
(Add flour little by little (like 1/2 tsp at a time) if the dough is too sticky.)
Assembly
Preheat the oven to 180 C / 350 F.
Divide the dough into four equal portions.
Place one portion of the dough on a parchment paper.
Cover with another parchment paper and roll it out to a circle slightly (1/2 inch / 1.5 cm) bigger than the prepared ham.
Place the ham on the dough.
Roll up the dough and place the seam side down.
Pinch the ends together to seal.
* Wetting your hands helps.
With a knife, cut the dough lengthwise, leaving about an inch (2.5 cm) intact on the ends.
Spread the opening as wide as possible, leaving the bottom layer intact.
Place 1/4 of the cheddar cheese, and then 1/4 of the egg mixture into the opening.
(Make sure that the ham on the side is not covered completely by the egg mixture.)
Repeat with the remaining three portions of the dough.
Bake for 20 - 23 minutes.
Cool on a wire rack for 10 - 15 minutes.
Sprinkle the parsley on top.