In a mixing bowl, combine the shredded chicken, Alfredo sauce, and mozzarella cheese. Stir until well combined and set aside.
In another bowl, mix the flour, baking powder, and salt.
Add olive oil and water to the flour mixture, mixing until a dough forms. Knead the dough for a minute on a floured surface until it’s smooth.
Divide the dough into 4 equal pieces. Roll each piece into a circle, about 6 inches in diameter, using a rolling pin.
Place a spoonful of the chicken Alfredo mixture onto one half of each dough circle, leaving room at the edges.
Fold the other half of the dough over the filling to create a calzone. Press the edges together to seal, then crimp with a fork for extra security.
Spray the air fryer basket with cooking spray, and place the calzones inside without overcrowding.
Brush the top of each calzone with the beaten egg and sprinkle with seasoning spices.
Air fry at 375°F (190°C) for 10-12 minutes or until golden brown. You may need to cook in batches depending on the size of your air fryer.
Once done, allow to cool for a couple of minutes before serving.