Lay out the slices of bread on a flat surface. Spread your desired filling (such as Nutella, cream cheese, or ham and cheese) evenly across each slice.
Starting from one end, tightly roll up each slice of bread, enclosing the filling. Press gently to secure the roll.
Whisk together eggs, milk, and vanilla extract (if using). This will be the mixture you dip the roll-ups in.
Dip each bread roll-up into the egg mixture, ensuring all sides are coated. Allow any excess mixture to drip off.
Preheat your air fryer to 375°F (190°C) for a few minutes. Lightly grease the air fryer basket or tray with cooking spray or melted butter to prevent sticking.
Place the dipped roll-ups in a single layer in the air fryer basket or tray, making sure they do not touch. Cook for about 8-10 minutes, flipping them halfway through, until they are golden brown and crispy.
Once cooked, remove the French Toast Roll-Ups from the air fryer and let them cool for a minute. Serve them warm with your favorite toppings, such as powdered sugar, maple syrup, or a savory sauce.