Prep the peppers: Slice peppers in half lengthwise, remove seeds and membranes. Brush the insides with a little olive oil and a pinch of salt.
This helps them soften and season from the start.
Wilt the spinach: Warm a teaspoon of olive oil in a pan over medium heat. Add shallot and garlic and cook 1–2 minutes until fragrant. Add spinach and cook just until wilted (or warm through if using frozen).
Cool slightly and squeeze out extra moisture.
Mix the filling: In a bowl, combine ricotta, mozzarella, feta, Parmesan, oregano, paprika, chili flakes, black pepper, salt, lemon zest, and the cooked spinach mixture. Taste and adjust seasoning. If you like a firmer set, whisk in the egg.
Fill the peppers: Spoon the mixture into each pepper half, mounding slightly.
Press gently so the filling sits snugly. Drizzle or brush the tops with a little olive oil to encourage browning.
Air fry: Preheat the air fryer to 375°F (190°C) for 3–4 minutes. Arrange peppers cut side up in a single layer.
Cook for 10–14 minutes, until the peppers are tender and the tops are golden with lightly crisp edges. If you want deeper color, increase to 390°F (200°C) for the last 2 minutes.
Make the mint yoghurt: Stir yoghurt, mint, lemon juice, olive oil, salt, and pepper in a bowl. Taste and adjust lemon or salt.
Chill until serving.
Serve: Plate the peppers with a generous spoon of mint yoghurt and a squeeze of lemon. Finish with a sprinkle of extra mint, chili flakes, or black pepper.