In a mixing bowl, combine the warm water, yeast, and sugar. Mix slightly until the yeast activates.
Once activated it will foam, then add in the oil and egg, mix well to combine.
Add in the flour and salt.
Mix the flour until it's incorporated, you can use a stand mixer or a dough whisk to mix this together. A regular whisk does not work as well because the dough gets trapped. This needs to be mixed until well combined and all the flour is in a nice ball, you can use hands to mix this and finish it as well.
Once you have a nice dough ball, place it into an oiled bowl. Cover it with plastic wrap and let it rise for 1 hour or at least double in size.
Place the dough on a working surface and cut it into 7 pieces about 3oz each.
Line the air fryer basket with parchment paper, then place the rolls on the parchment.
In a small bowl, whisk together the egg and water.
Use a pastry brush to brush onto the dough, giving an egg wash to each roll.
Air Fry at 320*F for 10-11 minutes or until the internal temperature reaches at least 190*F.
Carefully remove the rolls and place on a cooling rack.
Serve and Enjoy!