In a mixing bowl, combine the ground turkey with half of the sea salt, black pepper, garlic powder, and onion powder, then shape the mixture into two long, even logs.
In a separate shallow dish, whisk the egg and Greek yogurt until smooth, then stir in the cornmeal and the remaining spices to create a thick, uniform batter.
Carefully dip each turkey log into the cornmeal batter, using a spoon to coat all sides thoroughly until the meat is completely covered.
Lightly grease the air fryer basket with avocado oil and place the coated corn dogs inside, ensuring they do not touch.
Air fry at 375°F for 12-15 minutes, turning halfway through, until the exterior is golden-brown and the turkey is cooked through.
While the corn dogs are cooking, whisk together the unsweetened ketchup, prepared horseradish, and smoked paprika in a small bowl to create the zesty dipping sauce.
Remove the corn dogs from the air fryer and serve immediately alongside the zesty ketchup.