Preheat the air fryer to 400°F (200°C) for 5 minutes.
In a shallow bowl, combine the grated Parmesan cheese, Italian seasoned breadcrumbs, garlic powder, dried oregano, salt, and black pepper.
In another shallow bowl, beat the eggs until smooth.
Remove excess moisture from the chicken thighs by patting them dry with paper towels.
Dip each chicken thigh first into the beaten eggs, allowing excess to drip off, then coat evenly with the breadcrumb and Parmesan mixture. Press the coating onto the chicken to adhere well.
Lightly brush both sides of the coated chicken thighs with olive oil.
Place the chicken thighs in a single layer in the air fryer basket, skin side down. Cook for 10 minutes.
Flip the chicken thighs and cook for an additional 5 minutes.
Spoon marinara sauce evenly over each chicken thigh, then sprinkle shredded mozzarella cheese on top.
Return the chicken thighs to the air fryer and cook for 5 more minutes, or until the cheese is melted and bubbly and the chicken reaches an internal temperature of 165°F (74°C).
Carefully remove the chicken thighs from the air fryer and let rest for 5 minutes before serving.