A good double breading will help keep your Air fryer cheese sticks from exploding while cooking. Make sure you get the egg wash and the bread crumbs on all parts of the mozzarella stick in each dip.   That’s why I suggest double breading them in the instructions. This will help keep all the ooey gooey cheese inside the mozzarella ball.   Placing them in the freezer while the air fryer preheats will also help to keep all the cheese from exploding. Keep that cheese as cool as possible so that the breading gets golden as the cheese gets melty.   Place them in a single layer in the basket of the air fryer so they aren’t touching. If they touch, they may leak more.   Spray them thoroughly with cooking spray before cooking them. This will help keep all the cheese inside the coating.   Make sure to shake the basket halfway through cooking too. This will help the Mozzarella bites cook evenly, and allow you to check the doneness before they explode.   Occasionally, some leaking may occur still. Those are the ones that I get to eat the cheese from the bottom of the air fryer. So yummy! All crispy and golden, like the edges of a good lasagna. Yum!