Prepare the bread: Lay 4 slices white sandwich bread on a clean chopping board. Flatten each slice with a rolling pin until thinner. If dry, lightly sprinkle both sides with a little water, especially the edges.
Add the filling: Place 1/4 cup shredded ham and 1/4 cup shredded mozzarella cheese in the centre of each slice (total 1 cup ham and 1 cup mozzarella). Keep filling away from edges. Sprinkle 1/4tsp black pepper or 1tbsp chopped spring onions if using.
Roll and secure: Roll each slice tightly into a log shape. Insert toothpicks into both ends to secure the seam.
Prepare the egg coating: Crack 4 eggs into a bowl and whisk until slightly frothy. Roll each bread log in the 4 beaten eggs, coating fully. Let excess egg drip off.
Air fry: Place rolls in a single layer in the air fryer basket. Spray tops lightly with oil spray. Air fry at 180°C for 10 minutes, flipping at 5 minutes, until golden brown and crispy.
Cool and serve: Cool for 2–3 minutes. Remove toothpicks before serving. Slice in half if desired.