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Step 1
Combine flour and baking soda in a shallow dish. Whisk eggs and milk together in a second shallow dish. Pour panko in a third shallow dish. Coat cheese sticks in flour mixture, and then in egg mixture; coat in breadcrumbs. Freeze breaded cheese sticks for 30 minutes.
Step 2
Lightly coat air-fryer basket with cooking spray. Add 4 sticks at a time to fryer basket, and cook at 400°F for 6 minutes. Repeat with remaining cheese sticks, and serve immediately with marinara sauce.