Crisp the shells: Place the frozen phyllo shells in a single layer in your air fryer basket. Air fry at 250°F (120°C) for 5 minutes, until golden and crisp. Transfer to a wire rack and cool completely, about 10 minutes.
Whip the cream: In a chilled bowl, beat the cold heavy whipping cream on medium-high speed for 2 to 3 minutes, until stiff peaks form. Set aside.
Beat the base: In a separate bowl, beat the softened cream cheese, powdered sugar, and vanilla extract on medium speed until completely smooth and lump-free, about 1 minute. Scrape down the sides as needed.
Combine: Using a rubber spatula, gently fold the whipped cream into the cream cheese mixture until uniform. Do not overmix — keep it light and fluffy.
Pipe the filling: Transfer the cheesecake mixture to a piping bag fitted with a star tip (or a zip-top bag with the corner snipped). Pipe a generous swirl into each cooled phyllo shell.
Top with cherries: Spoon about 1 teaspoon of cherry pie filling onto each bite, including 1 to 2 whole cherries per shell.
Serve: Plate immediately or refrigerate for up to 2 hours before serving.