If using raw sausage, air fry at 380°F for about 8 minutes, then cool slightly. Skip this step for pre-cooked links.
Cut the crusts off the bread and flatten each slice with a rolling pin.
Place a sausage link at one edge of each slice and roll up tightly.
In a shallow bowl, whisk the eggs, milk, sugar, vanilla, and cinnamon.
Dip each roll-up in the batter, coating all sides, then place seam-side down on a greased air fryer tray or basket, leaving space between each.
Air fry at 370°F for 7 minutes. Brush the tops with butter, flip, and air fry 5 more minutes until golden brown.
Serve hot with maple syrup for dipping.