Using a non-stick skillet over medium high heat, add the olive oil and sauté the onions until softened, about 3 to 4 minutes. Add the garlic and toss for 1 minute. Add the mushrooms, bell peppers, smoked paprika and season with salt and pepper. Sauté all the vegetables for about 4 to 5minutes.
Add the Carando Toscano Ground Sausage into the pan and cook until the sausage is browned. Taste and season with more salt and pepper if needed. Set aside and allow to cool down a bit.
Preheat your air fryer to 375 degrees.
To make the sausage puffs: Working with one puff pastry sheet at a time and using a lightly floured work surface, lightly roll out defrosted puff pastry dough. Using a pizza cutter or knife, cut the puff pastry sheet into 4 even squares. Trim off the corners so you end up with a round shape. Add two tablespoons of the cooked sausage filling and top with some shredded mozzarella cheese.
Fold over the puff pastry dough and seal by using a fork to imprint and seal the dough closed. You can also just use your fingers to pinch the dough to seal closed if desired. Repeat step until all of the dough has been used. Brush each puff with the egg wash.
Place into air fryer and air fry for 12 minutes, flipping or rotating trays halfway through cook time. Repeat until all of the Air Fryer Sausage Puffs are cooked. Enjoy immediately!