Beat cream cheese and butter together until smooth. Beat in granulated sugar substitute.
Mix in almond flour until a soft dough forms. Chill at least 1 hour, ideally overnight.
Preheat oven to 350°F (175°C). Line a baking sheet with parchment.
Combine walnuts, brown sugar substitute, and cinnamon for the filling.
Divide the chilled dough into two portions. Roll each into a circle between two sheets of parchment, about 1/4-inch thick.
Sprinkle the filling evenly over each circle and press gently to adhere.
Cut each circle into 12 wedges. Roll each wedge up from the wide end to the point.
Arrange on the baking sheet, point-side down, and brush with egg white.
Bake 18–20 minutes, until golden.