Preheat your air fryer to 375°F.
Roll out the pizza dough into a rectangular shape. Make sure the dough is not too thin, or it will tear when you roll it up.
Spread the marinara sauce over the pizza dough, leaving a 1-inch border around the edges.
Sprinkle the shredded mozzarella cheese over the marinara sauce.
Add the sliced pepperoni, black olives, green bell pepper, and red onion on top of the cheese.
Starting with the short end, roll up the pizza dough tightly. Pinch the edges to seal the stromboli.
Brush the beaten egg over the stromboli, and sprinkle Italian seasoning on top.
Place the stromboli in the air fryer basket and cook for 12-15 minutes, or until the stromboli is golden brown and crispy.