Roll out the thawed puff pastry sheet on a lightly floured surface. Cut it into squares or rectangles large enough to wrap around the stuffed grape leaves.
Add about 1-2 teaspoons of Tzatziki sauce, and spread it over the entire rectangle. Then, take a grape leaf and place it on a square, or rectangle of puff pastry.
Roll the puff pastry up, covering the grape leaves, and seal the ends, by pinching them. Repeat this process with the remaining grape leaves and puff pastry squares.
Place the wrapped grape leaves in the air fryer basket, making sure they are not overcrowded. You may need to do this in batches, depending on the size of your air fryer basket. Set air fryer temperature to 375 degrees F, and set cook time for 10-12 minutes, or until the puff pastry is golden brown and crispy. Flip halfway through the cooking time for even browning.
Note: I brushed melted butter on top, for the signature golden brown color, optional.