Peel, core, and thinly slice the apples into ⅛-inch wedges. Toss them in a bowl with melted butter, brown sugar, and cinnamon until evenly coated.
Preheat your air fryer to 350°F. Lightly spray a small baking dish or air fryer-safe pan (around 8 inches) with nonstick spray.
Arrange the coated apple slices in a single layer in the prepared dish. Cook in the air fryer for 10–12 minutes or until the apples are soft and caramelized.
While the apples cook, mix together chopped pecans, crushed cookies, brown sugar, and melted butter until crumbly.
Sprinkle the crumble over the cooked apples and return to the air fryer. Cook for another 3–5 minutes until golden and crispy.
Spoon warm apples into serving bowls. Top each with a scoop of vanilla ice cream, a swirl of whipped cream (if desired), and a generous drizzle of caramel sauce.