Preheat the air fryer to 400F if the air fryer has a preheat setting.
Place the bagel, soft side down, in the air fryer (I cooked mine in an air fryer parchment paper liner) and drizzle with olive oil.
Place a slice of pepper in the center of the bagel, followed by the cheese. Crack one egg on top and season with salt (and pepper is optional).
Air fry (or bake) at 400F until the egg has set. Keep an eye on it and check every 5 minutes. Mine took about 10 minutes.
Enjoy with hot sauce or anything you like!
