Make the dough. Mix together the self-rising flour and milk until dough is just starting to come together. Add the melted butter and mix until combined. May need to use hands to finishing mixing. Dough should be soft and smooth, like playdough. If it is sticky, add flour until it becomes soft and smooth.
Peel the apple and dice it into smaller than bite-sized pieces.
In a bowl combine, the brown sugar, cinnamon, and apples.
Lightly flour your working surface. Roll dough into rectangle shape, between 1/8- and 1/4-inch thick, about 12 inches by 8 inches.
Spread 2 tbsp of softened butter onto the dough. Then spread the apple, brown sugar, and cinnamon mixture over the dough, leaving some space on the long edges.
Preheat the air fryer.
Roll dough up tightly, starting with long edge. Lightly pinch edge to seal.
Cut the dough into 6-9 rolls depending on how thick you want your cinnamon rolls to be.
Place in the air fryer and cook at 350 °F for 9-12 minutes, or until dough is golden and cooked through.
Mix together the milk and powdered sugar in a small bowl to make the icing. Once the rolls are done, remove from the air fryer basket, drizzle on icing and enjoy!