Prep the pastry: Thaw your puff pastry in the fridge until pliable but still cold. Warm, soft pastry is harder to handle and won’t puff as well. Lightly flour your counter and unfold the sheet.
Roll it out: Use a rolling pin to make the sheet slightly thinner and even, roughly 10 x 12 inches. Try to keep it rectangular so your strips are uniform.
Spread the Nutella: Gently warm the Nutella in the microwave for 10–15 seconds if it’s stiff. Spread a thin, even layer over half the pastry, leaving a small border. Too much filling will ooze out.
Fold and seal: Fold the uncovered half of pastry over the Nutella side to make a sandwich. Press gently to seal the edges. If you like, brush the top lightly with milk to help sugar stick later.
Slice into strips: Using a sharp knife or pizza cutter, cut the pastry into 10–12 strips about 1 inch wide. Chill the strips on a tray in the fridge for 10 minutes if they feel soft.
Twist and shape: Hold both ends of a strip and twist in opposite directions 3–4 times to create a rope. Don’t worry if some Nutella peeks out. Place twists on a parchment-lined plate or board.
Egg wash and sugar: Whisk the egg with a splash of water. Brush lightly over the twists. Sprinkle with a little granulated sugar for crunch, or a pinch of cinnamon sugar for warmth.
Preheat the air fryer: Set to 350°F (175°C) for 3 minutes. Lightly spray the basket, or use air fryer parchment with holes.
Air fry in batches: Arrange twists with space between them. Air fry for 6–9 minutes, flipping at the 4-minute mark, until puffed and golden. Cook time varies by model; watch the first batch closely.
Finish and serve: Let cool 2–3 minutes. Dust with powdered sugar, add a few sea salt flakes, or drizzle with extra warm Nutella. Serve warm for maximum joy.