Begin by preheating your air fryer to 375°F (190°C).
In a small bowl, combine milk and egg, whisking them together until smooth. In a larger mixing bowl, combine flour, salt, cayenne pepper, paprika, black pepper, oregano, thyme, and cumin.
Prepare the onion by cutting off about an inch from the top and peeling away the outer layers. Carefully remove a core with a diameter of one inch from the center, ensuring the base remains intact. Use a sharp knife to make deep cuts into the onion, creating 16 sections without slicing through the bottom. Gently spread the sections apart.
Dip the prepared onion into the milk and egg mixture, followed by the flour mixture, making sure to coat each petal and sprinkle some flour between them. Repeat the dipping process once more for an extra crispy layer, then lightly spray the entire onion with cooking spray.
Place the coated onion into the air fryer basket and cook for 20 to 25 minutes, or until it turns golden brown and crispy.
While the onion is cooking, prepare the dipping sauce by mixing mayonnaise, horseradish sauce, ketchup, paprika, salt, dried oregano, cayenne pepper, and black pepper in a small bowl. Refrigerate the sauce until the onion is done.
Once cooked, serve your blooming onion with the chilled dipping sauce, and garnish with a sprinkle of paprika.
