Gather all ingredients.
Preheat oven to 350F and line baking sheet with silicone baking mat (parchment paper works as well).
Combine Almond Flour and Baking Powder in a bowl. Mix well and set aside.
In a different large microwavable bowl, add sharp shredded cheddar and cream cheese. Microwave for 30-45 seconds, take out and stir, then microwave for 30-45 more seconds and stir again. Continue this process until the cheese is completely melted.
Add the Almond Flour mixture from step 4) into the cheese bowl while still warm, quickly knead with hands until dough-like consistency and everything is fully combined. If dough cools too much just microwave for a few seconds, take out and knead again.
Once combined, separate into 6 equal parts. Take 1 part, form a ball and place onto a silicone baking mat. Using the palm of your hand, gently press to flatten the dough to roughly the size of the ham slice. Place ham on top of the flattened dough (fold in half if needed) and carefully roll the dough as shown below. Repeat until all the dough is used. Note - if the dough breaks apart while rolling, re-warm in the microwave for 15-20 seconds.
Beat egg in a bowl and gently brush onto rolls (egg wash).
Bake for 18-20 minutes, until buns are firm and slightly golden brown. Enjoy warm!