Boil the eggs until hard boiled, then peel and chop. Add the eggs to a bowl along with the red pepper, red onion, jalapeño, Greek yogurt, mustard, honey, salt, and pepper. Stir until creamy and evenly combined.
Assemble the toastie
Toast the sourdough bread until golden. Spread the egg salad evenly over the toast and sprinkle the feta cheese on top.
Crisp
Preheat an air fryer to 375°F or set the oven broiler to high. Place the toastie in the air fryer for 4 to 5 minutes, or under the broiler for 3 to 5 minutes, until the feta is lightly golden and crisp. Watch closely to prevent burning.
Serve
Remove from heat, let cool for 1 minute, and serve immediately.