Line the basket of your air fryer with a piece of parchment paper. I first tried nonstick spray and that was a fail - the parchment paper worked like a charm.
In a large bowl, combine the flour, sugar, baking powder, pumpkin pie spice, and salt. Whisk together.
In a small bowl, combine the egg, melted butter, pumpkin, and milk, whisk until combined.
Using a wooden spoon add the wet ingredients to the dry and blend until just combined.
If the dough is too sticky to roll into 1 inch balls, add a little flour to the batter - don't add more than 1/4 cup total. I also found it easier to dust my hands with flour while rolling the balls.
Place donut balls into basket of air fryer - make sure you don't crowd them. I was able to get five easily into mine.
Set the air fryer to 350 degrees for about 7-9 minutes. Checking and shaking the donout holes halfway through. Remove from basket when done and let cool completely on wire rack before glazing.