Preheat and dry. Preheat the air fryer to 400°F. Pat the shrimp completely dry with paper towels.
Season the flour. In a shallow bowl, whisk the flour, salt, pepper, garlic powder, onion powder and cayenne.
Mix the wet dip. In a second bowl, whisk the egg, buttermilk and hot sauce until smooth.
Double-dredge the shrimp. Coat each shrimp in the seasoned flour, dip in the egg mixture and let the excess drip off, then coat in flour again. Set on a plate.
Air fry. Spray the air fryer basket. Arrange the shrimp in a single layer, not touching, and spray the tops generously. Air fry for 4 to 6 minutes, flipping and spraying again halfway through, until golden brown and the shrimp are opaque. Cook in batches if needed.
Toast the bread (optional). Split the baguette pieces lengthwise and air fry cut-side up at 350°F for 1 to 2 minutes.
Build the po boys. Spread tartar sauce on both sides of each baguette piece. Layer with lettuce and pickles, then pile on the hot shrimp. Serve immediately.