To make the honey mustard mayo, place mayonnaise, cream, honey and mustard powder in a bowl. Stir to combine. Cover and place in the fridge until required.
Cut haloumi into 1cm-wide, 9cm-long batons.
Combine flour and mustard powder in a bowl. Place eggs in a shallow bowl and panko in a separate shallow bowl. Dip a haloumi piece in the flour, shaking off any excess, then in the egg and then in panko, gently pressing to coat. Repeat with remaining haloumi.
Arrange half the haloumi in a single layer in the basket of an air fryer. Fit the basket with a rack and arrange the remaining pieces on the rack. Spray with oil. Air fry at 180C for 8-10 minutes or until golden and crunchy.
Season with salt. Serve with honey mustard mayo on the side to dip.