Preheat the air fryer. Set it to 320°F (160°C).
Preheating helps the cookies set quickly and keep their shape.
Mix wet ingredients. In a bowl, beat peanut butter, softened butter, granulated sugar, and brown sugar until creamy. Add the egg and vanilla. Mix until smooth and slightly fluffy.
Combine dry ingredients. In a separate small bowl, whisk flour, baking soda, and salt.
Add this to the wet mixture and stir just until combined. The dough will be soft but not sticky.
Chill briefly (optional but helpful). If the dough feels warm or too soft, chill it for 10–15 minutes. This makes shaping easier and prevents spreading.
Shape the cookies. Scoop about 1 tablespoon of dough and roll it into a ball.
Place on a parchment square or a lightly oiled air fryer basket, leaving space between each cookie.
Make the wells. Use your thumb or the back of a 1/2-teaspoon measure to press a shallow well into the center of each dough ball. Don’t press all the way through.
Add the jelly. Spoon about 1/2 teaspoon of jelly into each well. Don’t overfill—jelly will spread a bit as it cooks.
Air fry in batches. Cook for 6–8 minutes at 320°F (160°C).
The edges should look set and lightly golden, and the centers should still be soft. Air fryers vary, so start checking at 6 minutes.
Cool before moving. Let cookies sit in the basket for 3–4 minutes to firm up. Transfer to a rack to cool completely, or enjoy warm.
Repeat with remaining dough. If the basket gets sticky, wipe and re-line between batches for clean bottoms and easy release.