Butterfly prawns by cutting down the spine of each prawn without going all the way through.
In a medium bowl, combine goat cheese, bread crumbs, Worcestershire sauce, horseradish, garlic powder, mayonnaise and pepper.
Preheat air fryer at 200°C for 3 minutes.
Pour 2 tablespoons water into bottom of air fryer.
Evenly press goat cheese mixture into prawns.
Wrap a piece of bacon around each piece of prawn to hold in cheese mixture.
Place half of the prawns in fryer basket.
Cook for 5 minutes.
Flip prawns.
Cook for an additional 4 minutes.
Transfer to serving plate.
Repeat with remaining prawns.
Garnish with chopped parsley.
Serve warm.