Place flour in a shallow bowl. Beat egg and milk in a small bowl and place coating mix in a third bowl.
Toss mushrooms in the flour, shaking off any excess. Toss in the egg mix to coat, then toss in the coating mix, shaking off any excess.
Place mushrooms in the air fryer basket and spray with oil, ensuring to coat the mushrooms well. Cook on 200C for 10 minutes or until golden and cooked through.
Meanwhile, making dipping sauce: Combine ingredients in a bowl and season to taste. Serve mushrooms with dipping sauce.
