1Preheat the Air Fryer to 200°C (400°F). Note that cooking times may vary depending on the model.
2Peel and finely chop the onion. Peel the butternut squash and cut into small cubes. Tear the mushrooms into bite-sized pieces. Heat a drizzle of oil in the Air Fryer tray, then add the onion, squash, mushrooms, and risotto rice. Cook for about 10 minutes, stirring occasionally.
3Pour in half the white wine and half the chicken broth, then add all the thyme sprigs. Stir well and cook the risotto for another 15 minutes.
4Place the chicken thighs on a plate, skin side down. Finely chop the sun-dried tomatoes and mix with the dried oregano. Spread this mixture over the thighs and season with pepper. Fold the thighs to enclose the filling.
5Wrap each chicken thigh with a slice of Parma ham and secure with toothpicks to form tight rolls.
6Stir the risotto well. Add the remaining wine and broth until the rice is covered again. Place the chicken thighs into the risotto. Cook for another 20 minutes, then remove the thighs from the Air Fryer.
7Cut the red bell pepper into small cubes and fold into the risotto along with the frozen peas. Adjust seasoning with Parmesan, butter, salt, and pepper. Serve the risotto topped with the stuffed chicken thighs.