Roll puff pastry sheet out into a 14x10” rectangle and cut into 6 equal squares.
Place 2 slices of ham on each square and top with 3 to 4 asparagus spears and 1 heaping tablespoon of cheese.
Lift opposite corners of squares and fold each corner across center of asparagus,pressing to seal pastry together.
Select preset program of Preheat to preheat the air fryer.
Brush pockets with egg and, working in batches, place pockets into the air fryer.
Set temperature to 320°F/1600°C and time to 10 minutes, then press Start/Stop to cook until golden-brown. Repeat with remaining pockets.
Tip: Use cheddar cheese in substitution for Gruyere, if not available.