Preheat oven to 350°F (175°C). Line a baking sheet with parchment.
Mix almond flour, melted butter, egg, and sugar substitute into a dough. Chill 20 minutes.
Beat cream cheese, egg yolk, sugar substitute, and vanilla together for the filling.
Divide the chilled dough into 6 pieces and flatten each into a small round, about 4 inches across.
Spoon filling into the center of each round, then fold the edges up slightly to partially enclose, leaving the center exposed.
Brush the pastry edges with beaten egg white.
Bake 20–25 minutes, until golden.
Cool slightly before serving.