Today I'm going to share how to cook air fryer frozen mozzarella sticks & how to make them better. Some tips to make your regular mozzarella sticks interesting.Mozzarella cheese sticks are a classic appetizer made by sticks of mozzarella cheese coated with seasoned Italian breadcrumbs and kept in the freezer.You can deep fry the frozen mozzarella sticks but the best way to cook frozen mozzarella sticks is to air fry them. Air-fried frozen mozzarella sticks are less greasy than deep-fried ones.