Preheat the air fryer to 325 degrees F, air fryer setting.
Take a risen roll in your palm or place it on a plate.
Stretch it gently so that it gets bigger and flatter.
Scoop a little less than a tablespoon of sloppy Joe filling into the middle of the dough.
Use your fingers to bring the dough up on all sides until it meets. Pinch the edges together.
Place it in the air fryer basket (pinched side down). Repeat placing each filled roll in the air fryer basket leaving enough room (about an inch) in between so that they don’t touch.
Depending on the size of your air fryer, you may need to do multiple batches.
Place egg in a bowl and beat for a second with a fork, so the yolk and egg white mix.
Using a pastry brush (or a spoon), carefully brush the roll’s tops and sides with the egg.
Next, add a pinch of toasted sesame seeds to the top of each roll.
Place the basket into the air fryer and cook for 8-10 minutes.
They are done when the outside is a golden brown, and the dough is fully cooked on the inside. You can test it by inserting a toothpick or just cutting it into the middle of one.
Allow cooling on a cookie rack for a few minutes before serving.
Plate, serve, and enjoy!