Directions

1. Make filling: Heat olive oil in a small skillet over medium heat. Add onion; cook and stir until softened, about 3 minutes. Add bell pepper and mushrooms; cook, stirring occasionally, until softened, about 3 minutes.
2. Remove from heat and stir in spinach and garlic; continue stirring until spinach is slightly wilted. Season with Italian seasoning, salt, and pepper. Let cool for 10 minutes. Stir in feta cheese, breaking up any large pieces.
3. Prepare chicken: Pat chicken dry and place on a cutting board. Cut a pocket in each breast by inserting a knife into the thickest part of the breast and slicing parallel to the cutting board, leaving about 1 inch at each tip. Be careful not to cut all the way through the thinnest edge of the breast.
4. Preheat an air fryer to 370 degrees F (190 degrees C) if preheating is recommended by the manufacturer.
5. Separate prosciutto slices and place onto a clean surface. Place 2 tablespoons filling onto each slice; roll prosciutto around filling to create an oblong bundle. Tuck one bundle into each sliced chicken breast and close the opening with a few toothpicks.
6. Place beaten egg into a shallow bowl. Combine Parmesan cheese, bread crumbs, parsley, salt, and pepper in another shallow bowl. Dip each stuffed chicken breast into beaten egg, then dredge in bread crumb mixture. Spray both sides with cooking spray and place into the air fryer basket.
7. Cook chicken in the preheated air fryer until browned, about 15 minutes per side. An instant-read thermometer inserted into the center of meat should read at least 165 degrees F (74 degrees C).