Set up three shallow bowls: flour, whisked egg with water, and panko mixed with oregano, garlic powder, smoked paprika, salt, and pepper.
Coat each cheese stick in flour, then egg, then panko.
Freeze coated sticks on a tray for 30 minutes.
Dip each stick back into the egg, then panko a second time, then freeze again for 30 minutes.
Preheat the air fryer to 200C (390F) and lightly spray the basket with oil.
Arrange frozen sticks in a single layer with space between them.
Air fry for 6 to 7 minutes until golden brown, checking at the 5 minute mark.
Rest for 1 minute before serving with your favorite dipping sauce.