Preheat air fryer or convection oven to 200°C (400°F).
In a saucepan over medium heat, combine olive oil, onion, ground beef, red peppers, salt, pepper, cumin and dried oregano. Cook until ground beef is cooked through.
Add lime juice and kidney beans. Cook for about 5 minutes.
Place a spoonful of the beef mixture in the center of one half of the tortilla and place a cheese stick on top.
Fold each tortilla into a cylinder. Brush the sides of the tortilla with the beaten egg and press with your fingers to close.
Repeat with remaining tortillas and fillings. Brush tortillas with oil.
In the air fryer: Place taco sticks in the center of the air fryer basket and cook for 8 to 10 minutes, or until golden brown.
In the oven: Bake on a parchment-lined baking sheet for 10 minutes, or until golden brown.