In a bowl, cream together the butter, cream cheese and erythritol (or sugar substitute of choice).
Add the vanilla extra and egg. Beat until smooth.
Add the coconut flour, baking powder and salt and beat until combined. The mixture will be sticky.
Place the mixture onto a piece of wax paper (or parchment paper). Mould into a log shape, using the paper to roll out and wrap the paper around the dough and secure the ends like a Christmas cracker.
Place in the fridge to firm up for at least an hour.
Preheat the oven to 180C/350F degrees.
Line a baking tray with parchment paper.
Remove the dough from the fridge and cut into 1 cm slices.
Place the slices on the baking tray.
Bake for 15-18 minutes until golden.