1. Preheat oven to 350 degrees F and cover a cookie sheet with parchment paper.
2. Heat olive oil in a large skillet over medium heat. Add mushrooms and shallots and cook until juices are released and evaporated, about 8 minutes. Set aside to cool.
3. Place the mozzarella cheese and cream cheese in a medium sized bowl and microwave in 30 second increments, stirring in between, until fully melted and combined.
4. In your stand mixer (using the dough hook attachment), add the almond meal and xanthan gum and mix well. If you don't have a stand mixer, that's ok. You'll just need to use a little elbow grease to mix and knead the dough.
5. Add the eggs and melted butter to the dry ingredients and mix well.
6. Add the hot melted cheese to the stand mixer and allow it to knead the dough until all the ingredients are fully combined. (Or just use your hands to knead the dough.)
7. Cut the dough into 8 equal pieces and roll each piece into a ball.
8. Put a dough ball between 2 pieces of wax or parchment paper. Press down with the heel of your hand to flatten it into a circle. Use a roller to roll it into a thin circle with a 4 inch diameter.
9. Add 1 tablespoon of mushroom filling to one side of the dough circle. Use the bottom sheet of parchment paper to carefully fold the dough over itself. Press down on the dough to seal the edges. Peel the parchment paper off the top of the dough crescent. Use your fingers to smooth out the edges. Use a pancake turner to remove the crescent from the parchment and place it on the prepared cookie sheet. Repeat with the remaining balls of dough.
10. Bake for 18-22 minutes until browned. Allow to cool on the cookie sheet for 10 minutes and then remove to a cooling rack. Best served warm.