Preheat the air fryer to 380°F (193°C) and spray the air fryer basket with a little oil (no non-stick spray).
Cut a few small cuts into the sausages or pierce them with the tip of a sharp knife and place them in the preheated fryer basket. Cook for 3 minutes, then turn them and cook for an additional 2-3 minutes until they are cooked through and lightly browned.
Remove the sausages from the air fryer and place them in the buns. Top with a slice of cheese if you like* and cook for 1 minute. Top with your favorite toppings and serve immediately.
* I like to wrap the cheese a little around the sausages so that the cheese doesn't get blown away.