Preheat the air fryer to 320°F. Grease a 7-inch round cake pan.
Add the flour, sugar, baking powder, baking soda, and salt to a mixing bowl. Stir together.
Add the butter and use a couple of forks or your fingers to smash the butter into the flour mixture until it looks like damp sand.
Stir in the milk. The dough should come together in a soft clump.
Place the dough on a floured counter and roll out into a 9 x 12 rectangle.
Mix the ingredients for the cinnamon filling together in a bowl.
Spread the filling over the dough.
Start at one of the short sides of the dough and roll it up into a log.
Cut the log into 6 sections (about 1 ½ inches wide) and place them into the cake pan.
Place the pan into the air fryer basket and bake for 10 to 14 minutes.
While the cinnamon rolls bake, make the icing.
Place the cream cheese and the butter in a bowl and stir well.
Add the powdered sugar and vanilla and stir until creamy. Stir in the milk if you want a thinner icing.
Remove the rolls from the air fryer and drizzle the glaze over the top.