Put mozzarella cheese and cream cheese in a microwave-safe bowl. Microwave one minute. Stir. Microwave 30 seconds. Stir. At this point, all the cheese should be melted. Microwave 30 more seconds until uniform and gloopy (It should look like cheese fondue. If it doesn’t keep microwaving in 30-second increments). Mix in the other dough ingredients. You will need to dump it onto wax paper and knead it by hand to thoroughly incorporate the ingredients or you can do this in a food processor with the dough blade.
Divide dough into 36 pieces (I used a small cookie scoop). Put each onto a parchment lined baking sheet. Press out into a small circle using wet fingers. It is ok if they are close together since they don't spread much.
Mix cream cheese, sweetener, egg yolk, and vanilla. Put into a plastic storage bag. Cut off one corner and pipe a blob onto each dough circle. Or just spoon a little of the filling on each. Top each with 5 sugar-free chocolate chips.
Bake for 18-22 minutes or until golden brown. Serve at room temperature. If you refrigerate leftovers let them sit out for a bit to come back up to room temp.