Grease the Air Fryer Basket with cooking spray and then slide inside.
In a small bowl, crack the egg and beat lightly.
Adjust the temperature of Air Fryer to 350 °F to preheat for 5 minutes.
Brush the frozen empanadas with beaten egg.
After preheating, arrange the empanadas into the greased Air Fryer Basket in a single layer.
Slide the basket into Air Fryer and set the time for 8-10 minutes.
While cooking, flip the empanadas once halfway through.
After cooking time is finished, remove the empanadas from Air Fryer and serve.