Preheat the air fryer to 380 degrees.

Set out 2 medium bowls and 1 small bowl. Fill a medium bowl with flour, the small bowl with the eggs, and the remaining medium bowl with the cornmeal, breadcrumbs, paprika, and cayenne pepper (if using).

Take turns dipping each piece of okra into the flour mixture, then the eggs, then the cornmeal mixture, coating it on all sides each time.

Place the okra in the air fryer and spritz them with a little oil. Then, cook them for 7 to 8 minutes, until they're golden brown on the outside.