How to Make It
Cook bacon in a medium skillet over medium until very crisp, about 10 minutes. Remove bacon from pan; crumble. Add eggs to bacon drippings in pan; cook, stirring often, until almost set but still loose, about 1 minute. Transfer eggs to a bowl; stir in cream cheese, chives, and crumbled bacon.
Divide dough into 4 equal pieces. Roll each piece on a lightly floured surface into a 5-inch circle. Place one-fourth of egg mixture in center of each dough circle. Brush outside edge of dough with water; wrap dough around egg mixture to form a purse, pinching together dough at the seams.
Place dough purses in single layer in air fryer basket; coat well with cooking spray. Cook at 350°F until golden brown, 5 to 6 minutes, checking after 4 minutes.