Preheat the air fryer to 370ºF (190ºC).
Cut the chicken into roughly 2-inch (5 cm) pieces.
Prepare a breading station: Add the flour, salt, and pepper to a bowl. Add the whisked egg to a second bowl and the bread crumbs to a third. Coat each chicken piece in the flour, shaking off any excess. Then, dip it in the egg and coat it in the bread crumbs.
Place the chicken nuggets in the air fryer in an even layer and spray them with oil. Work in batches if needed to prevent overcrowding. Bake for 13 to 15 minutes, until crispy and cooked through, flipping halfway and spraying with more oil on the second side.
Meanwhile, combine the yogurt, garlic powder, dill, and onion powder to make the dip.
Divide the nuggets and carrot sticks evenly between plates. Serve with dip and enjoy!