Carefully open and unwrap the crescent rolls from the tube. There will be four rectangular pieces, each with a diagonal perforation. Seal the perforation with your fingers then cut each rectangle in half so that you have eight squares.
Wrap each cookie with one square of crescent dough. Be sure you cover the entire cookie, sealing the dough.
Place wrapped Oreos, seam side down, in a sprayed air fryer basket in a single layer. Air fry at 350 degrees F for 6 minutes, or until golden brown. I don't flip them over so the top of the air-fried Oreos stays round and pillow like.
Carefully remove the cookies from the basket. You don't want to pull them too hard and break the dough apart. Just use a silicone pancake turner to gently remove them. Dust generously with powdered sugar while still warm.
Notes
I didn't preheat my air fryer. I use the Cosori.
Try to place Oreos in the air fryer basket with a little space between them to give the dough room to puff up.
Use parchment paper cut to fit the bottom of the basket, if desired.
Cook time can vary depending on your type of air fryer. I recommend checking for doneness at the five minute mark.