Preheat the oven to 425°Line a baking sheet with parchment paper.
In a saucepan over low heat, combine the cream cheese and mozzarella. Stir continuously until completely melted.
In a separate bowl, whisk egg until beaten. Add the dry ingredients, and continue mixing until well combined.
Add mozzarella mixture and the shredded cheddar cheese to the dough (the dough will be sticky).
Spoon dough onto a piece of plastic wrap. Lightly dust the top of it with almond flour.
Fold the plastic wrap over the dough and gently start working into a ball.
Place dough ball in the refrigerator for 30 minutes.
Cut the dough into 4 equal portions, and roll each portion into a ball. Cut the ball in half (this is your top and bottom bun).
Place cut side down on parchment paper, and bake for 10 to 12 minutes or until golden brown.
Store in the refrigerator for up to 5 days until ready to use