Air fry the popcorn shrimp according to package directions. Set aside.
Bring 1/2 cup water to a simmer. Stir in rice and 1/2 teaspoon salt, cover, and cook on low 15 minutes. Rest 5 minutes, fluff, and stir in cilantro and lime zest.
Wrap tortillas in a damp paper towel and microwave 30 seconds.
Spread 1/4 cup beans in the center of each tortilla. Top with 1/4 cup rice, one quarter of the shrimp and 1/4 cup cheese.
Fold in the sides, then roll tightly. Place seam side down and brush the top and bottom with olive oil.
Preheat the air fryer to 390°F. Air fry seam side down, in a single layer, 5 to 6 minutes until golden and crisp.
Sprinkle the remaining 1/2 cup cheese on top and air fry 1 more minute.
Serve with lettuce, pico de gallo, avocado, sour cream and lime wedges.