01 - Set the air fryer to 360°F and preheat for 5 minutes.
02 - Divide the pizza dough into 4 equal pieces. Roll each into a 6-inch circle on a lightly floured surface.
03 - Combine chicken, mozzarella, Parmesan, Alfredo sauce, spinach if using, garlic, Italian seasoning, salt, and pepper in a mixing bowl and mix thoroughly.
04 - Spoon one-fourth of the filling onto half of each dough circle, leaving a half-inch margin at the edge.
05 - Sprinkle cheddar cheese over the filling for added crispiness, if desired.
06 - Fold the dough over the filling to form a half-moon. Pinch the edges firmly to seal and crimp with a fork for extra security.
07 - Brush the tops of the calzones with beaten egg, followed by a light coating of olive oil.
08 - Place calzones in the air fryer basket in a single layer, cooking in batches as necessary.
09 - Cook at 360°F for 12 to 15 minutes, or until the calzones are golden brown and crisp.
10 - Allow calzones to cool for 2 to 3 minutes before serving.