1. Preheat your Air Fryer to 400 F (200 C). Lightly grease a baking dish or oven-proof pan with cooking oil spray (it should fit into the Air Fryer basket).
2. Place 2 slices red bell pepper into the baking dish.
3. Break the egg and place at the center to fill the bell pepper slices. Spray lightly with oil. Season with salt and pepper, to taste. Cook in the Air Fryer for 3-5 minutes or until your desired doneness. Remove from heat.
4. Transfer into a serving dish. Garnish with fresh basil.