Heat the oven to 350°F and arrange the measured ingredients within reach before starting. Warm dough is much easier to mix and shape, so have the baking sheet and lining ready.

Combine the shredded mozzarella, cream cheese, and parmesan in a microwave-safe bowl, then microwave for 1 1/2 to 2 minutes. Stop when the cheeses have melted into a hot, cohesive mixture without unmelted chunks.

Stir the almond flour, baking powder, and xanthan gum together in a separate bowl. Mix until the dry ingredients are evenly distributed and no concentrated pockets of xanthan gum remain.

Add the dry mixture and the large egg to the warm melted cheeses, then work with a spatula until a dough forms. The dough should become smooth and uniform, with no obvious white ribbons of unmixed cheese.

Transfer the dough to parchment paper or a large silicone baking mat. The nonstick surface keeps the warm dough from grabbing and tearing as it is rolled.

Portion the dough into 8 equal pieces. Even portions help the pretzels brown and set at the same pace.

Roll each portion into a long, even rope, then curve it into a U shape and cross the ends over the center. Press the ends gently against the lower curve so the shape stays together during baking.

Place the shaped pretzels on a baking sheet lined with parchment paper or a silicone baking mat. Leave space around each one so the edges can brown evenly.

Whisk the egg yolk in a small bowl and brush it over the surface of every pretzel. A thorough coating creates a shiny finish and helps any topping adhere.

Add any optional toppings you plan to use. Apply them while the yolk wash is still wet so they stay on the crust.

Bake at 350°F for 15 to 17 minutes. Look for a rich amber-gold crust and firm undersides before removing the pan from the oven.