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Step 1
Mix flour and Greek yogurt together in a bowl; transfer to a work surface floured with self-rising flour. Knead dough, adding more flour as needed to keep dough from being too sticky, 8 to 10 minutes.
Step 2
Preheat an air fryer to 325 degrees F (165 degrees C) according to manufacturer's instructions. Spray the bottom of the basket with cooking spray.
Step 3
Divide dough into 4 equal pieces. Roll each piece on a lightly floured work surface into a flat circle, about 1/8-inch thick. Spread 2 tablespoons of the pizza sauce over the bottom half of each dough circle. Top each with 1/4 cup of the mozzarella cheese and a quarter of the pepperoni. Fold dough over filling to form half circles and crimp edges to seal. Coat well with cooking spray.
Step 4
Transfer calzones to the air fryer basket (you might need to work in batches). Cook for 4 minutes, then flip the calzone over and cook until golden brown, 4 to 5 minutes more.