Whisk together the coconut oil, egg, honey, and vanilla in a medium bowl. Add the almond flour, coconut flour, baking soda, and salt. Stir well to combine.
Transfer the dough onto a sheet of wax paper. Cover with another sheet of wax paper and roll out into a long rectangle. Remove the top sheet of wax paper. Drizzle the dough with honey and sprinkle with cinnamon. Top with the chopped walnuts and dates.
Use the wax paper to roll the dough into a log. Place the log in the freezer to harden for 15 minutes.
Preheat the oven to 325 degrees F. Slice the log into individual pieces, about 9 or 10 rolls. Place onto a baking sheet. Bake for 10-12 minutes until golden.
Meanwhile, make the glaze by stirring together the honey, coconut cream, and cinnamon. Once the rolls are golden, remove from the oven and drizzle with glaze. Serve warm.