Preheat Air Fryer to 400F / 200C.
Combine flour, sugar, baking powder, pumpkin pie spice, salt, and butter in a food processor.
Add in pumpkin purée, heavy cream, and vanilla extract and pulse until a dough forms.
Roll out dough onto a floured surface, cut out biscuits, and brush with milk.
Add to the parchment-lined air fryer basket, leaving an inch between each, and cook for 10-12 minutes until golden and cooked through.
Remove them, allow to cool on a wire rack and then serve.