Preheat oven to 350 degrees F. Line a 10x15 jelly roll pan with parchment paper. Grease top of parchment paper generously with butter or oil.
Make Cake: Mix eggs and powdered sweetener together on high with an electric mixer or stand mixer fitted with a whisk attachment until pale, fluffy and triple the volume, about 5-7 minutes.
Add pumpkin puree and vanilla extract. Mix until incorporated, about 10 seconds.
Sift together protein powder, coconut flour, baking soda, and baking powder.
Add dry ingredients to wet ingredients. Whisk for about 15-30 seconds until no clumps remain. Tip: Try not to flatten the mixture too much during mixing. It should be smooth and thick.
Spread cake batter evenly in prepared pan. Tips: Don't let batter rest, coconut flour will continue to soak up liquid. Once spread in the pan, it’s okay to tap the pan on the counter a couple times to get rid of air pockets.
Bake at 350 degrees F for 12-15 minutes until golden brown, soft, springs back when touched, and a toothpick inserted comes out clean.
Cooling Method 1: Immediately out of the oven, cover with tin foil, and allow to cool until room temperature, about 30 minutes. Cooling Method 2: Out of the oven allow to cool 1-2 minutes, roll cake up with the parchment paper, allow to cool until room temperature, about 30 minutes.
Make Filling: Whip heavy cream and powdered sweetener until soft peaks. Add cream cheese and pumpkin spice to the whipped cream. Mix until well combined and fluffy.
Assemble: Method 1: Scoop dollops of filling onto the cooled cake and spread evenly. Gently and tightly roll into a log, starting with the short edge of the pan, peeling the parchment paper away. Method 2: Unroll cake from parchment paper, allow to cool 1-2 minutes, scoop dollops of filling onto the cooled cake and spread evenly, roll up the cake without parchment paper.