Begin by soaking 5-6 pieces of 6-inch cooking twine in water for approximately 20-30 minutes to prevent burning during cooking. Once done, allow the flank steak to reach room temperature, which usually takes about 20-30 minutes. Rub both sides of the steak with olive oil to enhance moisture and flavor.
Mix cracked black peppercorns and salt in a small bowl or ramekin. In a separate small bowl, combine minced garlic, horseradish, blue cheese crumbles, sour cream, softened cream cheese, and a pinch of salt and pepper, whisking until smooth to create the flavorful stuffing.
Generously coat one side of the steak with this seasoning blend. Coat the unseasoned side of the steak with the prepared blue cheese sauce, then tightly roll the steak from side to side and secure it with the soaked cooking twine.
Preheat your air fryer to 375 degrees Fahrenheit for 5-7 minutes to ensure even cooking. Once preheated, lightly spray the air fryer basket with olive oil or nonstick cooking spray before placing the steak roll inside.
Set cook time for 13-20 minutes, flipping halfway during the cooking process. After cooking, allow the steak to rest inside the air fryer for 10 minutes to lock in juices and flavors. Remove the cooking twine, slice the steak roll into serving portions.