Grease the inside of an oven-safe mug generously with cooking spray, coating well up the sides.
In a small bowl, whisk the flour, baking powder, and salt. Add 3 tablespoons of water and stir until a dough forms, adding the last tablespoon only if it won't come together.
Turn out onto a lightly floured surface and knead 10 to 15 seconds, just until smooth.
Roll into a rectangle about 4 by 6 inches. Sprinkle the cinnamon and sugar evenly over the surface, leaving a bare half-inch along one long edge.
Starting at the filled edge, roll into a tight log. Coil the log into a spiral and place it seam side down in the mug.
Air fry at 320°F for 8 to 10 minutes, until a toothpick inserted into the thickest part comes out with dry crumbs.
Cool 3 to 4 minutes. Whisk the powdered sugar with water or milk until smooth, drizzle over the warm roll, and serve.