Add the cream cheese and egg to a small bowl. In a separate bowl, combine the almond flour, psyllium husk powder, salt, and pepper.
In a large microwave-safe container, melt the cheddar cheese in the microwave for 20 seconds at a time, stirring to make sure it's evenly melted. Once fully melted and slightly bubbling, it's ready.
While the cheddar is still hot, mix in the rest of the ingredients to make the dough.
Spread the dough out on a Silpat until it fills the entire sheet, making it as even as possible.
Place the dough in the fridge for 15–20 minutes to harden up. Preheat the oven to 400F while you do this.
Once the dough is cold, transfer it to foil before cutting (you should never use knives on your Silpat!).
Slice the dough into strips and wrap them around the Lit'l Smokies. Bake for 13–15 minutes. Before taking them out, you can broil them for an additional 1–2 minutes to get them nice and crispy.
Serve while warm with your favorite dipping sauce (something acidic and slightly sweet would work well here). Enjoy!