I used the air-fryer to make pasties from scratch today.
I made and used a hot water paste (easy peasy), as this takes all the fiddly magic out of making pastry, and because it is difficult to get frozen pastry where I live.
I think the trick is to make smaller, whale back, pasties that will fit in the air fryer and still allow plenty of room for the air to circulate. A bit of egg wash, and hey-presto. I popped these into the fryer without pre-heating it and they turned out just fine.