In a small bowl, combine the diced apple pie filling and cinnamon. Mix well and set aside.
Remove biscuits from the can. Separate each biscuit into two layers to make 16 rounds.
Flatten each piece into about a 5-inch circle.
Spoon about 1 tablespoon of the apple mixture into the center of each dough circle.
Fold up the sides and pinch tightly to seal. Roll each filled biscuit gently into a smooth ball.
Spray the air fryer basket with nonstick spray.
Place balls into the basket about 2 inches apart. (Depending on the size of your air fryer, you may have to work in batches.)
Air fry* at 350°F for 8–9 minutes, or until golden brown and cooked through.
While the bombs cook, whisk together the confectioners’ sugar and milk until smooth. The glaze should be thick, yet pourable; add more milk a few drops at a time if too thick.
Once the bombs are done, let them cool for 2–3 minutes. (They should still be warm, but not piping hot).
Dip each bomb into the glaze, or drizzle glaze generously over the tops.
Set glazed bombs on a wire rack over parchment to catch drips.
Allow the glaze to set slightly (about 5–10 minutes) before serving.
Enjoy warm or at room temperature.