Preheat the air fryer to 375°F (190°C) for 3–5 minutes.
Lightly coat the basket with cooking spray or brush with oil to prevent sticking.
In a medium bowl, whisk the flour, granulated sugar, baking powder, and salt until combined.
In a separate bowl, whisk the egg, milk, vanilla, and melted butter until smooth.
Pour the wet ingredients into the dry ingredients. Stir gently until just combined. The batter should be thick but pipeable—like pancake batter.
If too thick, add 1–2 teaspoons of milk. If too thin, add 1–2 teaspoons of flour.
Transfer the batter to a piping bag fitted with a large round tip, or use a zip-top bag and snip a small corner (about 1/4 inch). You can also use a squeeze bottle with a wide tip.
Pipe 3–4 inch strips directly into the preheated air fryer basket, leaving space between each fry.
Work in batches to avoid overcrowding.
Air fry for 5–7 minutes, flipping or shaking the basket halfway through, until the fries are puffed and golden at the edges.
Remove to a wire rack. While warm, dust generously with powdered sugar. Repeat with remaining batter.
Serve immediately with your favorite dips.
For easy glazing, whisk 1/3 cup powdered sugar with 1–2 teaspoons milk and a pinch of salt until smooth, then drizzle over the fries.