Place bacon in a single layer in air-fryer basket. Cook at 350° until partially cooked but not crisp, 3-4 minutes. Remove to paper towels to drain., Preheat air fryer to 375°. Sprinkle steaks with salt and pepper; wrap a strip of bacon around the side of each steak and secure with toothpicks. Place steaks in a single layer on greased tray in air fryer basket. Cook until meat reaches desired doneness (for medium-rare, a thermometer should read 135°; medium, 140°; medium-well, 145°), 7-10 minutes, turning halfway through., Meanwhile, in a large skillet, saute mushrooms and thyme in 1 tablespoon butter and oil until tender; remove from heat. Add whiskey, stirring to loosen browned bits from pan. Stir in ginger ale, brown sugar, soy sauce and sage., Bring to a boil. Reduce heat; simmer, uncovered, until reduced by half, 3-5 minutes. Stir in remaining tablespoon butter. Serve with steaks.