How to Make It
Prepare the Onion: Cut about 1/4-inch from top of onion; cut root end of onion so that it stands up on a flat surface. Remove and discard peel. Starting at top of onion, cut vertical slices at 1/2-inch intervals to within 1/4-inch of bottom of onion. Place onion in a bowl with cold water to cover, and chill at least 2 hours or up to 24 hours.
Meanwhile, whisk together eggs, milk, and 1/2 teaspoon of the salt in a medium-size deep bowl. Whisk together flour, paprika, garlic powder, mustard, cayenne, cumin, black pepper, and 1/2 teaspoon of the salt in a separate medium-size deep bowl. Cover and chill egg mixture until ready to use.
Drain onion, and pat dry. Sprinkle onion with remaining 1/2 teaspoon of the salt, and wrap tightly in aluminum foil. Preheat a 6.3-quart air fryer to 350°F for 10 minutes. Place wrapped onion in air fryer basket, and cook 10 minutes. Remove from cooker, unwrap and remove foil from top and sides of onion. Let onion stand until cool enough to handle. Remove from foil, and carefully fan out petals of onion.
Dip entire onion in egg mixture, allowing excess to drip off. Dip onion in flour mixture, making sure all petals are evenly coated. Tap off excess. Allow onion to stand 5 minutes. Dip onion again in egg mixture, allowing excess to drip off; dip again in flour mixture again, tapping off excess. Place onion in air fryer basket, and liberally coat with cooking spray. Cook at 350°F until crispy and golden brown, about 25 minutes.
Prepare the Sauce: Stir together all ingredients. Serve onion immediately with sauce.