Cut each sheet of pastry into 6 rectangles, and brush lightly with egg.
Place 1 chocolate in the centre of each piece of the pastry, and fold over the pastry to enclose the chocolate.
Trim pastry, pressing the edges to seal. Place on a baking paper-lined tray.
Brush tops with a little egg, and sprinkle liberally with cinnamon sugar.
Place a sheet of baking paper in the air fryer basket, making sure the paper is 1 cm (0,39 inches) smaller than the basket to allow air to circulate.
Place 6 pockets in the basket, being careful not to overlap.
Cook at 190°C (374°F) for 9 minutes or until golden and the pastry is cooked through.
Transfer to a plate, ad repeat with remaining pockets.
Dust with icing sugar, and serve warm with whipped cream.