Combine almond flour, coconut flour, baking powder, erythritol, and salt in a bowl and mix well.
Dissolve dry yeast in warm water.
Add the egg and melted butter to the dry ingredients and mix.
Pour in the dissolved yeast and knead until smooth.
For the filling, mix chopped nuts, erythritol, and cinnamon powder.
Divide the dough into 4 pieces, shape into balls, and fill with the nut mixture.
Heat coconut oil in a pan and cook the hotteok on medium-low heat until golden on both sides.