In a microwave-safe bowl, combine the pre-shredded mozzarella and cream cheese. Microwave in 30-second intervals, stirring in between, until the mixture is melted and smooth. This should take about 1-2 minutes.
Once the cheese is melted, add the egg to the cheese mixture. Stir until fully combined.
In another mixing bowl, whisk together the almond flour, baking powder, and sea salt.
Add the dry ingredients to the wet mixture. Use a spatula or your hands to combine until a dough forms. It might be a bit sticky, which is normal!
Preheat your oven to 400°F (200°C). Divide the dough into equal portions (about 6-8 pieces). Roll each piece into a long rope and shape it into a pretzel form.
Place the shaped pretzels on a baking sheet lined with parchment paper. Bake in the preheated oven for 12-15 minutes, or until golden brown.
Remove from the oven and let cool for a few minutes. You can sprinkle additional coarse sea salt on top before serving for that extra flavor.