Set up your air fryer: Preheat to 320–330°F (160–165°C) if your model requires preheating. Cut a piece of parchment to fit the basket or tray. Poke a few holes so air can circulate.
Make the dough (scratch version): Warm the milk until it’s just warm to the touch, not hot. Stir in yeast and a pinch of sugar. Let it sit until foamy, about 5–10 minutes. In a bowl, mix flour, sugar, and salt. Add the foamy yeast mixture, egg, melted butter, and vanilla. Stir, then knead on a lightly floured surface for 5–7 minutes until smooth and slightly tacky.
First rise: Place dough in a greased bowl, cover, and rise in a warm spot until doubled, 45–75 minutes depending on room temperature.
Prepare the filling: Mix brown sugar, cinnamon, and a pinch of salt. Spread softened butter over the rolled-out dough in the next step, then sprinkle the sugar-cinnamon mix evenly.
Shape the rolls: Roll the dough into a 12x16-inch rectangle. Spread with butter, then the filling. Roll up tightly from the long side. Slice into 8–10 rolls using a sharp knife or dental floss for clean cuts.
Second rise: Arrange rolls on parchment, leaving a little space. Lightly cover and let them puff for 20–30 minutes. They should look slightly fuller but not doubled.
Bake in the air fryer (scratch): Air fry at 320–330°F for 8–12 minutes until lightly golden on top and set in the center. If tops brown too fast, tent loosely with another piece of parchment during the last minutes.
Make the icing: Stir powdered sugar, a splash of milk or cream, vanilla, and a pinch of salt until smooth. For a cream cheese icing, beat softened cream cheese first, then add powdered sugar and a little milk until spreadable.
Glaze and rest: Spread icing over warm rolls. Let them sit 5 minutes so the icing melts into the spirals.
Canned roll method: Place canned rolls on parchment in the basket, spacing them out. Air fry at 330°F for 6–9 minutes, checking at 5. If the tops brown before the centers are set, lower the temp to 300°F and cook 2–3 more minutes. Ice with the included packet or your homemade glaze.