Cut the onion's stem off, then place the flat side down. Cut the plant in 12 to 16 sections, each one an inch long, starting from the root. Take care not to cut all the way through. To separate petals, turn the onion over and gently pluck out portions.
Eggs and a tablespoon of water should be whisked together in a small bowl. Stir together the spices and breadcrumbs in a separate small bowl. Using a spoon, completely coat the onion with the breadcrumb mixture after dipping it in the egg wash. Apply oil to the onion.
Place in air fryer basket and cook for 20 to 25 minutes at 375° until onion is completely soft. Add additional oil as needed.
while preparing the sauce Mix the mayonnaise, ketchup, horseradish, paprika, garlic powder, and dried oregano in a medium bowl. Use salt to season.