Preheat the air fryer to 350 degrees °F (175°C). In a large bowl, toss the shrimp with 1 tablespoon of olive oil, paprika, thyme, oregano, cayenne pepper, salt, and pepper. Set aside.
Spray the air fryer basket with cooking spray. Add the seasoned shrimp and sliced andouille sausage to the basket, ensuring they are in a single layer.
Air fry the shrimp and sausage for about 5 minutes, flipping halfway through.
Once the shrimp and sausage are partially cooked, remove them from the air fryer and set them aside. Combine the cooked rice, sautéed vegetables, diced tomatoes, and spices in a mixing bowl. Mix well to distribute the flavors evenly.
Combine the diced onion, celery, green bell pepper, and minced garlic in a separate bowl with 1 tablespoon of olive oil.
Combine the cooked rice, vegetables, diced tomatoes, and spices in a mixing bowl. Mix well to distribute the flavors evenly.
Divide the jambalaya into three foil packages, and place the rice mix onto a foil piece, making a bowl air fryer basket; place the foil packets into the air fryer basket. Set the temperature to 350 degrees F, and cook for 5-7 minutes. Remove when the shrimp is fully cooked, and the vegetables are softened.
Serve wtih fresh parsley or herbs.