Beat the coconut oil, sugar-free sweetener, and vanilla extract together in a stand mixer until creamy and fluffy. Add the egg and egg yolk and beat until well-incorporated. Add the almond flour, cacao powder, baking powder, baking soda, sea salt, and ground cinnamon and beat until a thick dough forms.
Refrigerate the dough for at least 1 hour (up to 3 days).
When you’re ready to bake, preheat the oven to 350 degrees F and line a large baking sheet with parchment paper.
Roll a portion of dough into a ball, creating a ball about 1 to 1.5 inches in diameter. Flatten the dough into a disc and press together the edges if they break apart. Roll the disc in confectioners sugar.
Place the disc of dough on the parchment-lined baking sheet, and repeat for the remaining cookie dough.
Bake on the center rack of the oven for 12 to 15 minutes.
Allow the cookies to cool completely. Transfer 3 to 4 tablespoons of sugar-free confectioners sugar to a small bowl and dip each cookie in the confectioners sugar.