Preheat oven to 425 degrees Fahrenheit, spray baking sheet with baking spray.
Microwave mozzarella in large microwave safe bowl. For 15 second intervals, until just melted and very stretchy. In between each microwave, stir cheese thoroughly.
Add 1/2 of the almond flour, 1/2 tsp salt, and 2 tsp baking soda to melted cheese. Knead dough until everything is combined, you will need to use your hands to get it mixed with the cheese completely.
Add the other 1/2 of almond flour and egg.
Knead until combined. If the dough is still sticky, add a little more almond flour.
Once the dough is dry, refrigerate about 15 mins.
Take the dough out of the fridge, and roll it using cookie dough roller. Add more almond flour on top if it gets too sticky.
Cut into triangle shapes.
Cut a slit into the hot dog, length ways and stuff with cheddar cheese.
Roll stuffed hot dog in triangle shaped pastry, add to baking sheet. Do this until all 8 hot dogs are made, and on the baking sheet.
Optional: top with Trader Joe's "Everything But The Bagel Seasoning."
Bake at 425 for 10-15 minutes, or until browned.
Enjoy!