Cook the shells. Cook the pasta shells as directed on the package until just al dente. Drain, toss lightly with oil, and let cool enough to handle.
Make the marinara. Heat 2 tablespoons olive oil in a small pan over medium heat. Sauté the onion about 5 minutes until translucent. Add the garlic and cook 30 seconds. Stir in the tomato paste and Italian seasoning and cook 1 minute, then add the canned tomatoes. Simmer about 20 minutes and season with salt and pepper.
Make the filling. Heat 1 tablespoon olive oil in a frying pan, add the spinach, and cook a few minutes until wilted. Cool slightly, then transfer to a bowl. Mix in the ricotta, Parmesan, egg yolk, lemon zest, half the mozzarella, and salt and pepper to taste.
Assemble. Spread the marinara over the bottom of an oven-safe pan that fits your air fryer basket. Fill each shell with the spinach-ricotta mixture and arrange in the pan. Sprinkle the remaining mozzarella over the top.
Air fry. Set the air fryer to 300°F and cook for 12–14 minutes, until the cheese is melted and bubbly.
Rest and serve. Let rest a few minutes, then plate, serve, and enjoy.