Peel the onion and cut off the top, leaving the root intact. Place top of the onion down on a cutting board. Starting 1/2-inch from the root, cut the onion into quarters slicing down toward the cutting board. Then cut each quarter into 3 equal pieces for a total of 12 sections. (see note)
In a medium bowl, stir together flour, paprika, garlic salt, thyme, and oregano. Place the onion into the flour. Use a spoon to make sure to distribute flour mixture and make sure all petals are coated. Shake off any excess flour.
In a medium mixing bowl, whisk milk and eggs together. Coat entire onion in egg mixture. The mixture will be sticky. Then place the onion back into the flour mixture and spoon it all over the onion until coated.
Place a piece of oil into the bottom of your basket of your air fryer. Set the breaded onion on top of the foil and then spray the onion with olive oil spray. This will give the onion a deep-fried texture. Loosely place another piece of foil over the onion to help prevent the tips from burning.
Cook at 340 degrees F for 10 minutes. Spray the onion with more olive oil spray. Cook at 360 degrees F for 10-12 minutes. Remove the foil over the onion and cook for another 3-5 minutes depending on how browned you like it.
While the onion is cooking, make the blossom sauce. Add the mayo, sour cream, ketchup, creamy horseradish, Worcestershire sauce, paprika, and cayenne to a small bowl and whisk to combine.
Once the onion is done cooking, transfer it to a large, shallow bowl. Carefully take out the middle of the onion (keep this for snacking!) and place the ramekin of sauce in the center. Serve immediately.
If the onion doesn't spread into "petals" by itself, soak it in cold water for 10 minutes or until the petals open up. Take the onion out of the water and shake dry.
Nutrition includes 1/4 of the onion and 2 tablespoons of dipping sauce per serving.