Preheat the air fryer for 5 minutes at 350 F.
Meanwhile, wash the veggies and cut halves, and set aside.
Take the hot dog or the sausage and with a sharp knife cut one side of it for a nicer aspect.
Take the air fryer basket, lay a piece of parchment paper, and crack the eggs directly in it, add the hot dog, veggies, and season with salt, pepper, and cayenne pepper.
Cook for 5-6 minutes at a high temperature.
Once ready, enjoy the breakfast warm next to a cup of coffee.