Preheat air fryer to 400°. Place bratwurst in a single layer in a greased air fryer. Cook until no longer pink, 8-10 minutes., Meanwhile, in a large saucepan, heat butter over medium-high heat. Add onion; cook and stir until onions start to brown and soften. Add flour, dill weed and pepper; stir until smooth. Stir in beer. Bring to a boil. Reduce heat; simmer, stirring constantly until thickened, 3-5 minutes. To serve, place 1 brat on each slice of bread; top evenly with onion mixture.