Preheat the air fryer to 330°F (165°C) for about 3 minutes, unless your model does not require preheating. Combine the brown sugar, cinnamon, optional nutmeg, and optional pinch of salt in a small bowl.

Separate the crescent dough into 8 triangles and arrange them on a clean work surface. Brush each triangle lightly with melted butter, then sprinkle with the cinnamon-sugar mixture.

Place one thin apple wedge at the wide end of each dough triangle. Roll each triangle around the apple, beginning at the wide end and finishing at the point, then gently pinch the tip to help seal it.

Brush the outside of each wrapped apple lightly with the remaining melted butter. Place the rolls in a single layer in the air-fryer basket with space between them.

Air fry at 330°F for 7–10 minutes, checking at the 7-minute mark. Continue cooking until the dough is puffed and golden brown, working in batches if needed.

Let the rolls cool for several minutes before serving. For the glaze, whisk powdered sugar with milk or water and optional vanilla, then drizzle it over the warm crescent rolls.