Place mozzarella sticks in the freezer for 30 minutes to ensure they do not melt too quickly during the cooking process.
In a shallow bowl, whisk the egg until the yolk and white are completely combined and smooth.
In a separate shallow bowl, mix the almond flour, grated parmesan, dried oregano, garlic powder, sea salt, and black pepper until well blended.
Dip each frozen cheese stick into the egg wash, then roll in the almond flour mixture, pressing firmly to ensure the coating adheres.
For an extra-crunchy exterior, dip the coated stick back into the egg and then once more into the almond flour mixture.
Lightly spray the air fryer basket with avocado oil and arrange the sticks in a single layer, leaving space between them for air circulation.
Air fry at 400°F for 5 to 7 minutes, or until the coating is golden-brown and the cheese is soft but not leaking.
Serve the sticks immediately while hot with the marinara sauce warmed in a small dipping bowl.