Combine dry ingredients (almond flour, sweetener, xanthan gum, psyllium husk powder, baking powder, and salt).
Separately, add mozzarella and cream cheese to a microwave-safe bowl. Microwave for 1-2 minutes, or until melted, and stir until smooth.
Add about half of the almond flour mixture and half of the beaten egg to the melted cheese, and mix until smooth and well combined. Repeat with the remaining egg and almond flour.
Turn dough onto parchment paper and knead a few times. It should feel pretty smooth and elastic. If not, try returning to the microwave for 10 seconds.
Cover dough with another sheet of parchment paper, and roll into a rectangle, about 12" x 15" (depending on the size of your hotdogs).
Cut a portion of dough for each hot dog, big enough to shape around it. Press to seal any seams.