In a pan, add the milk, coconut oil, and olive oil over medium heat and cook until lukewarm.
Remove from the heat and stir well.
In a large bowl, add the flour, butter, yeast, salt, black pepper, and milk mixture and mix until a dough forms.
With your hands, knead the dough for about 4-5 minutes
With a damp cloth, cover the dough and set aside in a warm place for about 5 minutes.
Again, with your hands, knead the dough for about 4-5 minutes
With a damp cloth, cover the dough and set aside in a warm place for about 30 minutes.
Place the dough onto a lightly floured surface.
Divide the dough into 6 equal-sized pieces and shape each into a ball.
Grease the Air Fryer Basket with cooking spray and then slide inside.
Adjust the temperature of Air Fryer to 360 °F to preheat for 5 minutes.
After preheating, arrange the rolls into the greased Air Fryer Basket in a single layer.
Slide the basket into Air Fryer and set the time for 5 minutes.
After cooking time is finished, remove the rolls from Air Fryer and serve.