Preheat air fryer to 350°F.
Unfold defrosted puff pastry and cut each sheet into 4 equal squares.
In a medium bowl, combine pumpkin pie filling, egg, milk, and pumpkin pie spice. Mix until fully conbined.
Fill the center of each puff pastry square with 1 tablespoon of the pumpkin mix.
Fold each puff pastry square at an angle, to make a triangle.
Seal edges together with the tines of a fork.
Spray each hand pie with cooking spray.
Working in batches, arrange pumpkin hand pies in air fryer, spaced 1 inch apart.
Air fry for 12-15 minutes, until golden brown.
Carefully transfer pumpkin hand pies to a cooling rack to cool, about 10 minutes.
While hand pies are cooling, drizzle them with icing using a fork.
Serve and enjoy!