On each of eighteen 4-in. wooden skewers, thread 1 cookie, inserting pointed end of skewer into filling if desired. Freeze until firm, about 1 hour. , Preheat air fryer to 350°. Cut pieces of parchment to fit the bottom of the air fryer. In a shallow bowl, whisk together egg, milk and extract; add biscuit mix and stir just until moistened. Dip cookie into biscuit mixture to coat both sides; shake off excess. Place a sheet of parchment in air fryer; spray parchment with nonstick cooking spray. In batches, arrange cookies in a single layer 1/2-in. apart, placing 1 cookie in each corner of the paper so it doesn't fly around during cooking. , Cook until golden brown, 5-7 minutes. Dust with confectioners' sugar before serving.