Preheat the air fryer to 350°F.
On a clean surface, roll out the puff pastry sheets and cut each sheet into 1-inch wide strips.
In a small bowl, mix together the sugar and cinnamon.
Take each strip of puff pastry, twist it several times, and place it in the air fryer basket, leaving space between each twist.
Brush the twisted pastry with the beaten egg and sprinkle the cinnamon sugar mixture generously over each twist.
Spray the twists lightly with cooking spray to help them crisp up.
Air fry for 8-10 minutes or until golden brown and puffed, shaking the basket halfway through for even cooking.
Once done, remove the twists from the air fryer and let them cool slightly before serving.