Preheat the oven to 350°F and line a baking sheet with parchment paper.
Stir together the shredded chicken, cheddar cheese, bacon, sour cream, and mayonnaise in a mixing bowl until well combined then set aside.
Combine the mozzarella and cream cheese in a microwave-safe bowl and heat on high heat for 60 seconds.
Stir the mixture and heat at 30-second intervals, stirring between each, until melted.
Add the egg, almond flour, coconut flour, and ground flaxseed and stir until fully incorporated – you can also use a stand mixer with the dough hook attachment.
Turn out the dough onto a piece of parchment and roll into a large rectangle then cut into three pieces.
Roll each piece of dough into a rectangle about ¼-inch thick then spread the chicken filling over them.
Fold up the ends and sides of each piece of dough around the fillings and press closed.
Brush the calzones with egg white and sprinkle with parmesan then bake for 45 to 50 minutes until golden brown.