In a small bowl mix together sliced onions, 1/2 teaspoon salt and 1/2 teaspoon pepper.
Set the air fryer to 400F for 5-8 minutes.
When the onions are cooked, set aside half the onions to use in the steak roll. Put the rest of the onions in a small bowl and mix them with the sour cream, tomato paste, chopped pickles, and 2 teaspoons of parsley. Add 1-2 tablespoons of water if you need to thin the sauce.
For the Rolls: Lightly spread the mustard on the meat. Follow with the bacon slices, reserved grilled onion and parsley. Sprinkle a little ground pepper on top. Roll up the steak as tightly as you can, ending seam side down. Using a sharp knife, cut the roll in half so that you can better fit it into your air fryer basket.
Set your air fryer to 400F for 8-10 minutes, or until your steak has reached an internal temperature of 145°F. It is critical to not overcook skirt steak, so as to not toughen the meat.