Start by shaping your zeppoles into balls about the size of red potato as you make them lay them onto a greased air fryer basket or pan.
Set your cooking time for 3 minutes at 340 degrees F; after 3 minutes, shake them around a bit so they get evenly cooked. After the additional 3 minutes, check and see if they are cooked all the way through.
In a small bowl, add your powdered sugar and milk, and mix well. Dip the cooked zeppoles into the sugar glaze. Let cool slightly before serving.