Add the coating: I find it easier to use one hand for the dry dipping then the other for the egg mixture and then once they have the crumb coating on I can again use the 'dry' hand to press the crumbs in. Everyone has their own favorite method for dredging and dipping though, so do whatever works for you.
Check for doneness: You might like to slice one of the air fried mozzarella sticks in half to check the chicken is cooked through.
Best served hot: Serve these immediately, while they're still hot and crispy!
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