Slice the bell pepper in half and remove and discard the membrane and seeds.
Place the halves in the air fryer, leaning them up against each other to keep level if needed. Carefully crack an egg into each bell pepper half and season with a pinch of salt and pepper.
Air fry at 300 degrees for 8-12 minutes, checking at the 8 minute mark to see if the eggs are cooked through and continuing to cook in 2 minute increments if not, until the eggs are cooked through.
Remove and let cool for 2 minutes, then serve with hot sauce and herbs like chopped chives if desired!