Preheat the air fryer to 350 degrees.
In a small bowl, lightly whisk the egg and milk. Put it aside.
Put the graham crackers in a ziplock bag and crush them using a rolling pin or meat mallet. (See note)
Separate the crescent dough into 8 triangles. Add 2 teaspoons of the mini chocolate chips. Then top with 5 mini marshmallows. (See note)
Fold the dough corners over the filling and roll it up, starting from the wide end. Wrap the dough around the chocolate chips and marshmallows until you reach the other end. Make sure to seal the edges to keep the filling inside while cooking.
Spray the air fryer basket with non-stick baking spray. Brush the tops with the egg wash and add the crushed graham crackers.
Place the crescent rolls in the basket, leaving space between them so they're not touching. Cook for 5-6 minutes.
Take the crescents out of the air fryer and enjoy!