Roll about 2 tablespoons of the mixture at a time into tight 1- to 1½-inch balls.

Place on a parchment-lined baking sheet and freeze for at least 1 hour, until solid.

Meanwhile, whisk all the sauce ingredients together and refrigerate.

Set up three bowls: flour mixed with cayenne, beaten eggs, and bread crumbs.

Coat each frozen ball in flour, then egg, then crumbs. Repeat the egg and crumbs for a thicker shell.

Spray the air fryer basket. Add the bites in a single layer and spray them generously.

Air fry at 350°F for 6 to 8 minutes, turning gently halfway, until deep golden.

Rest for 2 minutes, then serve with the Cajun horseradish sauce.