Preheat the oven to 180/350F degrees
Grease and line a rectangle baking tin with parchment paper.
Whisk the egg whites until stiff.
In another bowl, beat the egg yolks with the erythritol (or sugar substitute).
Add the coconut flour, baking powder and vanilla extract.
Gently fold in the egg whites and blend thoroughly.
Pour into the baking tin and smooth out the mixture evenly.
Bake for 15 minutes until golden and firm.
Turn the sponge onto a piece of parchment paper.
Using the parchment paper that the sponge was cooked on, gently roll the sponge up from the long end.
Allow to cool.
Make the filling by blending all of the ingredients together. I use a hand blender but a food processor would do.
Gently unroll the sponge and remove the top layer of parchment paper.
Spoon about two thirds of the filling evenly over the sponge.
Using the bottom parchment paper roll the sponge back up.
Remove the parchment paper from the sponge.
Cut the sponge evenly into 8 (or 4) slices.
Take a slice and place it on a plate, rolled up.
Take the next slice and then gently winding it around the first slice. Repeat until all slices are used. If any break, it doesn’t matter, but place it into position.
Slather the remaining filling mixture around the outside of the cake and decorate as you wish.