Peel the apples if desired, then cut them into fry-shaped sticks. Pat them dry with paper towels to remove excess moisture.
Place the flour into one shallow bowl.
In a second bowl, whisk together the egg and milk.
In a third bowl, combine the panko breadcrumbs, sugar, and cinnamon.
Coat each apple stick in flour, dip into the egg mixture, then roll in the cinnamon panko mixture until fully coated.
Lightly spray each coated apple fry with nonstick cooking spray.
Arrange the Air Fryer Apple Fries in a single layer inside the air fryer basket, leaving space between each piece.
Air fry at 380°F (190°C) for 7–9 minutes, shaking the basket halfway through cooking.
Serve immediately while warm with caramel dip, vanilla yogurt, whipped cream, or your favorite dipping sauce.