Preheat the air fryer: Set to 370°F (188°C) for 3–4 minutes so the basket is hot when the sandwich goes in.
Mix the filling: In a small bowl, combine the drained tuna, chopped hard-boiled egg, mayonnaise, mustard (if using), celery or onion, lemon juice, salt, pepper, and any spices. Stir until evenly coated but not soupy.
Adjust seasoning to taste.
Prep the bread: Spread a thin layer of softened butter or brush olive oil on one side of each bread slice. This side will face outward for crisping.
Assemble: Place one bread slice buttered side down. Add a slice of cheese, then spread an even layer of the tuna-egg mixture.
Top with pickles if using, then another slice of cheese. Cap with the second bread slice, buttered side up. Press gently to compact.
Air fry the first side: Place the sandwich in the preheated basket.
Cook at 370°F (188°C) for 4–5 minutes. If your air fryer tends to blow light bread, insert a toothpick through the sandwich or weigh it with a small wire rack.
Flip and finish: Carefully flip the sandwich. Air fry 3–5 more minutes, until the bread is deep golden and the cheese is melted.
Total time varies by bread thickness and air fryer model.
Rest and slice: Let the sandwich sit 1 minute to settle. Slice in halves or quarters and serve warm.