Pre-heat the air fryer to 400ºF.

Toss the sliced onion with oil and air-fry for 8 minutes, stirring halfway through the cooking time. Add the sliced chicken and Worcestershire sauce to the air fryer basket, and toss to evenly distribute the ingredients. Season the mixture with salt and freshly ground black pepper and air-fry for 8 minutes, stirring a couple of times during the cooking process. Remove the chicken and onion from the air fryer and let the mixture cool a little.

On a lightly floured surface, roll or press the pizza dough out into a 13-inch by 11-inch rectangle, with the long side closest to you. Sprinkle half of the Cheddar cheese over the dough leaving an empty 1-inch border from the edge farthest away from you. Top the cheese with the chicken and onion mixture, spreading it out evenly. Drizzle the cheese sauce over the meat and sprinkle the remaining Cheddar cheese on top.

Start rolling the stromboli away from you and toward the empty border. Make sure the filling stays tightly tucked inside the roll. Finally, tuck the ends of the dough in and pinch the seam shut. Place the seam side down and shape the Stromboli into a U-shape to fit in the air fry basket. Cut 4 small slits with the tip of a sharp knife evenly in the top of the dough and lightly brush the stromboli with a little oil.

Pre-heat the air fryer to 370ºF.

Spray or brush air fryer basket with oil and transfer the U-shaped stromboli to the air fryer basket. Air-fry for 12 minutes, turning the stromboli over halfway through the cooking time. (Use a plate to invert the stromboli out of the air fryer basket and then slide it back into the basket off the plate.)

To remove carefully flip stromboli over onto a cutting board. Let it rest for a couple of minutes before serving. Slice the stromboli into 3-inch pieces and serve with ketchup for dipping if desired.