1. Cut the stems and gills from the mushrooms. Reserve the stems for later use.
2. Place mushrooms in a baking pan cap-side down. Make sure that the baking pan can fit in your Air Fryer basket.
3. Set your Air Fryer to 400 F (200 C) and the time to 10 minutes. Cook mushrooms until the water leaks out.
4. Remove from the basket and pat-dry using paper towel; set aside.
5. In a non-stick skillet or pan, heat the oil over medium flame. Add the chopped onion and minced garlic; stir-fry for a few minutes or until the onions become translucent.
6. Add the bell pepper and cook, stirring for a couple more minutes. Season to taste with salt and pepper.
7. Divide the vegetables among the 4 mushroom caps.
8. Top each with shredded mozzarella.
9. Place the mushrooms again in the baking dish. Air Fry for 10-12 minutes at 400 F. Transfer to individual plates.