Make the dough (scratch option): In a large bowl, whisk flour, sugar, instant yeast, and salt. Add warm milk, melted butter, and egg. Stir until a shaggy dough forms. Knead by hand 5–7 minutes (or mixer 3–4 minutes) until smooth and slightly tacky. Form a ball, cover, and let rise in a warm spot until doubled, about 1 hour.

Prep the filling: In a small bowl, mix brown sugar, cinnamon, nutmeg, and a pinch of salt. Keep the softened butter separate.

Roll out the dough: Turn the dough onto a lightly floured surface. Roll into a rectangle, roughly 12x16 inches. Spread the softened butter evenly over the surface, then sprinkle on the cinnamon-sugar mixture, pressing lightly to help it stick.

Shape the rolls: Starting from a long edge, roll the dough into a tight log. Trim the uneven ends. Slice into 8–10 rolls with a sharp knife or dental floss for clean cuts.

Second rise: Place the rolls on a parchment-lined tray, cover lightly, and let rise until puffy, 25–35 minutes. If your kitchen is cool, give them more time.

Preheat the air fryer: Heat to 325–350°F for about 3 minutes. Line the basket with a perforated parchment liner or lightly oil it to prevent sticking.

Air fry in batches: Arrange rolls in the basket with space between them (they expand). Air fry 8–12 minutes at 325–350°F, depending on your air fryer and roll size. Rolls are done when the tops are golden and the centers register about 190–200°F or feel set when tapped.

Make the glaze: Whisk powdered sugar, milk or cream, vanilla, and a pinch of salt until smooth and pourable. Add a touch more milk if needed.

Glaze and rest: Let rolls cool 3–5 minutes, then drizzle generously with glaze. The slight warmth helps the glaze melt into the spirals.

Shortcut with canned dough: If using refrigerated cinnamon rolls, air fry at 330–350°F for 7–10 minutes, flipping if needed for even browning. If using a crescent roll sheet, spread with butter, cinnamon, and brown sugar, roll, slice, and cook as above.