Mix oatmeal and Greek yogurt in a bowl.
Add egg, low-fat mozzarella cheese, and baking powder to make the dough.
Shape the dough into bite-sized balls.
Place parchment paper on the air fryer or oven, then put the dough on top.
Bake in a preheated oven at 180°C (356°F) for 15-20 minutes.