Freeze mozzarella sticks until frozen solid, at least 2 hours.
After 3 hours, set up a breading station: Place panko, eggs, and flour in 3 separate shallow bowls. Season panko generously with salt and pepper.
Coat frozen mozzarella sticks in flour, then dip in egg, then panko, back in the egg, then back in the panko.
Arrange frozen breaded mozzarella sticks in an even layer in the basket of your air fryer. Cook on 400° for 6 minutes, or until golden and crisp on the outside and melty in the center.