In a large bowl, combine the chicken, ginger, shiitake mushrooms, and Chinese sausage.
Add the soy sauce, oyster sauce, dark soy sauce, Shaoxing wine, white pepper, five-spice powder, sugar, and sesame oil. Mix well to combine.
Add the scallions and mix well to combine. Marinate for 30 minutes.
After marinating, remove and discard the ginger pieces.
Cut the baking paper into squares. Place a few pieces of chicken, shiitake mushroom, Chinese sausage, and scallions near the bottom corner of each piece of paper.
Wrap each parcel tightly, folding the paper around the filling and tucking one corner into the folded pocket to seal it securely.
Arrange the parcels in a single layer in the air fryer basket. Brush with oil and air fry at 180°C (350°F) for 10 minutes.
Flip the parcels and air fry for another 4 minutes.
Serve immediately with your favorite chili sauce.