Preheat oven to 350°F (175°C). Grease twinkie mold or prepare mini loaf pans.
Separate 3 eggs (yolks & whites) and keep 2 whole eggs aside. In a bowl whisk yolks + 2 whole eggs + melted butter + erythritol + vanilla until pale. In another bowl beat egg whites to soft peaks.
Mix almond flour, coconut flour, baking powder, and pinch salt. Fold dry mix into yolk mixture in two parts, then gently fold in whipped egg whites until uniform.
Pipe or spoon batter into molds ~¾ full. Bake 12–15 minutes until set and lightly golden. Cool 5 minutes, then invert onto rack to cool completely.
Make caramel: in a small saucepan, combine erythritol and butter over low heat; stir until mostly dissolved. Slowly add heavy cream, stirring until thickened and glossy (6–8 min). Add vanilla & salt, cool slightly.
Make coffee cream: beat cream cheese until smooth. Add erythritol and espresso, then fold in whipped heavy cream until airy. Chill briefly to firm if needed.
Core each cooled shell (small channel), pipe ~1 tsp caramel into center, then fill with coffee cream using a piping bag. Chill 30–45 minutes to set. Dust or drizzle before serving.