Preheat the Air Fryer: Set your air fryer to 375°F (190°C).
Prepare the Cornflake Coating: In a shallow dish, combine the crushed cornflakes, paprika, garlic powder, salt, and black pepper.
Set Up a Dipping Station: In one bowl, beat the eggs. In another bowl, place the cornflake mixture.
Coat the Chicken: Dip each chicken thigh into the beaten eggs, then press into the cornflake mixture, ensuring it’s well coated. Lightly spray with avocado oil on both sides.
Air Fry the Chicken: Arrange the coated chicken thighs in the air fryer basket in a single layer. Air fry for 15-18 minutes, flipping halfway through, until the chicken is crispy and fully cooked (internal temperature should reach 165°F).
Steam the Frozen Bao Buns: In a steamer, steam the frozen bao buns for 7 minutes or until it is soft and warmed through.
Assemble the Crispy Chicken Baos: Place the crispy chicken thighs in the middle of the bao bun, add slices of cucumbers, pickled red onions and the bao sauce. Serve and enjoy!