Make the dough: Whisk almond flour, baking powder, salt, and 2 Tbsp erythritol. Stir in melted butter, vanilla, and egg until you get a soft, slightly tacky dough.
Shape bites: Lightly oil hands, pinch off 1-inch pieces, about 18. Roll each into a stubby cylinder or ball.
Air-fry: Preheat air fryer to 375°F for 2 min. Arrange bites with space between. Cook 4–5 min, shaking halfway, until golden brown.
Cinnamon “sugar” coat: While bites cook, mix remaining 4 Tbsp erythritol with cinnamon in a shallow dish. The moment the bites come out, toss them in the blend so it adheres.