Preheat the air fryer to 375* for 5 minutes Cut cinnamon rolls into ½” pieces, place into a bowl and set aside.
In a large mixing bowl, whisk the eggs, butter, vanilla extract, and chopped walnuts stir to combine, careful not to over-mix.
Spray your Bundt Cake Pan with cooking spray, and then add your diced cinnamon rolls.
Pour the butter mixture, over the cinnamon rolls. Cover with aluminum foil.
Place into the air fryer and cook for 15 to 18 minutes. Remove foil and cook for 2 more minutes.
Let the cinnamon roll monkey bread, before adding the icing!
In a medium mixing bowl, combine cream cheese, powdered sugar, ground nutmeg, and ground cinnamon. Use a hand mixer on low speed and mix until smooth.
Drizzle the cream cheese frosting, over the cinnamon roll monkey bread.