Make the dough: In a bowl, combine self-rising flour and Greek yogurt. Stir with a spoon until shaggy, then knead gently in the bowl or on a floured surface for 1–2 minutes, just until smooth.
If sticky, dust with a little flour; if dry, add 1–2 teaspoons yogurt.
Divide and roll: Split dough into 4 equal pieces. On a lightly floured surface, roll each piece into a 5–6 inch circle or oval, about 1/8 inch thick.
Prep the air fryer: Preheat to 375°F (190°C) for 3 minutes. Lightly spray the basket with oil or use a perforated liner.
Assemble the pockets: Spread 1–1.5 tablespoons sauce on half of each round, leaving a 1/2-inch border.
Add 2–3 tablespoons cheese and your protein/veggies. Sprinkle with oregano or garlic powder if you like. Do not overfill.
Seal well: Fold dough over to form a half-moon. Press edges firmly, then crimp with a fork.
Use a little water on the border if needed. Poke 2–3 small steam vents on top with a knife.
Brush and cook: Lightly brush or spray tops with olive oil. Air fry at 375°F (190°C) for 8–10 minutes, flipping at the 5-minute mark, until golden brown and crisp.
Cook times vary by air fryer; add 1–2 minutes if needed.
Rest and serve: Let pockets sit 3–5 minutes so the cheese sets. Sprinkle with Parmesan or fresh basil. Serve with warm sauce for dipping.