In a small saucepan over medium heat, cook the diced apples, brown sugar, cinnamon, butter, and lemon juice for 4–5 minutes until softened. Stir in cornstarch (mixed with 1 tsp water) in the last minute if you'd like it thicker. Cool slightly.
Unroll the crescent dough and separate into 8 triangles.
Spoon about 1 tbsp of apple filling onto the wide end of each triangle.
Roll up from the wide end toward the point and tuck the tip under.
Place on a greased air fryer tray or basket, leaving space between each.
Air fry at 320°F for 5–8 minutes, until golden brown. Check as they cook, since times vary by model.
Cool slightly. Whisk powdered sugar, milk, and vanilla into a smooth icing and drizzle over the crescents. Serve warm.