Set the Cornish hen upright on a cutting board with its back facing you. Use a boning knife or a chef's knife to cut from the top of the back bone to the bottom to remove the back bone.
Mix all ingredients as the marinade in a bowl, then add the hens. Refrigerate for 1 hour to 24 hours.
Select the preset program of Preheat to preheat the air fryer.
Remove the hens from the marinade, then drain any additional liquid with a strainer and pat dry with a paper towel.
Place the hens into the preheated air fryer.
Select the preset program of Chicken and set the time to 15-25 minutes, then press Start/Stop to and roast until brown.