Cook the apples: In a skillet over medium heat, melt the butter. Add diced apples, brown sugar, granulated sugar, cinnamon, nutmeg, and a pinch of salt.
Cook, stirring, until the apples soften slightly and release juices, about 5–6 minutes.
Thicken the filling: Stir in the vanilla. Add the cornstarch slurry and cook 1–2 minutes until glossy and thick, like pie filling. Remove from heat and let cool to lukewarm. Cool filling is key to prevent soggy wrappers.
Prep the wrappers: Set out the egg roll wrappers and a small bowl of egg wash or water.
Keep unused wrappers covered with a slightly damp towel so they don’t dry out.
Fill and roll: Place a wrapper in a diamond shape. Spoon 2–3 tablespoons of apple filling near the lower third. Fold the bottom corner over the filling, then fold in the sides snugly.
Roll up tightly. Brush the top corner with egg wash and seal. Repeat with remaining wrappers.
Preheat the air fryer: Set to 375°F (190°C) for 3 minutes.
Lightly spray the basket or brush with a thin film of oil to prevent sticking.
Air fry, first side: Arrange rolls seam-side down in a single layer without touching. Lightly mist the tops with oil. Air fry for 6–7 minutes.
Flip and finish: Carefully flip, mist again, and cook 4–6 more minutes until deep golden and crisp. Total time is usually 10–13 minutes, depending on your air fryer model and roll size.
Cinnamon-sugar finish: Mix the coating sugar and cinnamon.
While rolls are hot, lightly spray or brush with a touch of oil and toss in the cinnamon sugar. Alternatively, dust with powdered sugar for a lighter touch.
Serve: Let cool for 3–5 minutes so the filling sets. Serve warm with caramel or ice cream.