Wipe mushrooms with a wet paper towel to remove dirt. (This will also help the flour "stick")
In a small bowl, combine panko bread crumbs, Parmesan, and seasonings.
Whisk the eggs in a second bowl and add the flour to a third bowl.
Dip each mushroom into the flour, then the egg, then the bread crumb mixture. Be sure it is fully coated each time.
Dip the coated mushroom back into the egg, then into the bread crumb mixture again.
Place mushrooms in air fryer basket, being careful not to overcrowd. Spray mushrooms with olive oil using an oil mister (**do NOT use aerosol cooking spray, as it can damage the inside of the basket**).
Air fry at 375° for 12 minutes, flipping halfway through and spraying again with olive oil.
Repeat process as necessary until all mushrooms are done.