Stir together the cream cheese, mozzarella, and pepperoni until creamy and well combined.
Shape the mixture into 6–8 bite-sized balls.
Freeze for 60 minutes so they become firm.
Dip each ball into beaten egg.
Roll generously in Parmesan until completely coated.
Air fry at 375°F (190°C) for 8–10 minutes, checking near the end until crisp and golden.
Let the bites stand for 1–2 minutes.
Serve warm with marinara sauce.
