Thaw the puff pastry in the refrigerator until pliable but still cold.
Lightly flour your work surface and unfold the pastry sheet.
Cut along the fold lines into 3 strips, then cut each strip into 3 pieces, for 9 squares total.
Place 1 teaspoon of Nutella in the center of each square, leaving a 1/2-inch border clear on all sides.
Dip a finger in water and moisten two adjoining edges. Fold each square into a triangle and press to seal, then crimp firmly with a fork.
Spray the air fryer basket or tray. Arrange the bites in a single layer without crowding and spray the tops lightly.
Air fry at 350°F for 6 minutes, flipping at 3 minutes. Cook until deep golden and puffed, adding 1–2 minutes if needed.
Rest 2 minutes, dust with powdered sugar, and serve warm.