Make the dipping sauce: Combine yogurt, chutney, mayonnaise, salt, pepper, curry powder, and cayenne in a small bowl. Refrigerate until ready to use.
Make the Scotch eggs: Divide pork sausage into 6 even portions. Flatten each portion into a thin patty. Place 1 hard-boiled egg in the middle of each patty and wrap sausage around eggs, sealing all sides. Set aside.
Preheat the air fryer to 390 degrees F (200 degrees C).
Place flour in a small bowl, beaten eggs in another small bowl, and panko on a plate. Dip each sausage-wrapped egg into flour, then dip into beaten egg, letting the excess drip off. Roll in panko and place on a plate.
Spray the air fryer basket with cooking spray. Arrange eggs in the basket in a single layer without overcrowding; cook in batches if necessary. Cook in the preheated air fryer for 12 minutes, turning eggs over halfway through. Repeat with remaining eggs.
Serve with dipping sauce.
