Preheat the air fryer to 400 degrees.
Add the unthawed onions to a mixing bowl. and drizzle with the olive oil.
Sprinkle the onions with the paprika, oregano, ground thyme, cumin and salt and pepper to taste. Toss to coat well.
Place the onions in a well greased pan in a single layer.
Cook the onions for 20 minutes in the air fryer, tossing carefully every 5 minutes to prevent burning.
Mix together the sauce ingredients in bowl until well combined, and serve on the side with the onions.