Prep the air fryer. Lightly spray the air fryer basket with cooking spray or line with a piece of parchment paper cut to fit.
Unroll the dough. Open the tube of crescent dough and gently unroll it onto a clean work surface. Separate into 8 triangles along the perforated lines.
Add the jam. Spoon 1 tablespoon of raspberry jam onto the wide end of each triangle, keeping it centered and away from the edges to prevent leaking.
Roll them up. Starting at the wide end with the jam, gently roll each triangle toward the pointed tip. Tuck the tip underneath and pinch the seam to seal.
Air fry. Place the rolls in the basket in a single layer with 1 inch of space between each. Air fry at 340°F (170°C) for 4 minutes, until golden brown and puffed.
Make the glaze. While the rolls cook, whisk together powdered sugar, milk, and vanilla in a small bowl until smooth. Add more milk for a thinner glaze.
Cool & glaze. Remove the rolls from the air fryer and let cool 2–3 minutes. Drizzle with glaze.