Prep the air fryer: Preheat to 350°F (175°C) if your model requires it. Lightly oil the basket to prevent sticking.
Dry the sausages: Pat the cocktail sausages dry with a paper towel. This helps the dough cling and reduces steam.
Cut the dough: Unroll the crescent dough and separate into triangles. Cut each triangle into 2–3 long strips, depending on how thick you want the wrap.
Wrap: Place a sausage at one end of a strip and roll it up snugly. Leave a little gap at each end so the sausage can brown and release steam.
Egg wash: Beat the egg with 1 teaspoon of water. Brush lightly over the dough for a glossy, golden finish.
Season: Sprinkle with everything bagel seasoning, sesame, or poppy seeds if you like a little crunch and flavor.
Arrange in the basket: Place them seam-side down in a single layer. Do not overcrowd; they need space for airflow. Work in batches if necessary.
Air fry: Cook for 6–9 minutes, checking at minute 5. They’re done when the dough is deep golden and cooked through, and the sausages sizzle.
Flip if needed: If your air fryer browns unevenly, flip at minute 5 and continue until crisp.
Serve hot: Let them rest 1–2 minutes (they’re lava-hot inside), then serve with mustard and ketchup.