Preheat the Air Fryer to 360 degrees F.
Cut the chicken breast lengthwise to create a pocket, ensuring the chicken breast is not cut through.
In a medium bowl, combine the ingredients for the filling; broccoli florets, cream cheese, mayonnaise, salt, and pepper.
Stuff the chicken pocket with about 2 tablespoons of prepared broccoli and cheese filling, top it with a layer of mozzarella cheese and seal the chicken with a toothpick.
Rub the chicken breasts with olive oil and season with paprika, garlic powder, onion powder, salt, pepper, and cayenne pepper.
Place the chicken breasts in the Air Fryer basket and cook for 20-22 minutes until the chicken is cooked through.
Once done, garnish the chicken with fresh parsley and serve it with veggies.