Preheat your air fryer to 350°F (175°C). Line the air fryer basket with parchment paper or use air fryer liners for easy cleanup.
Carefully open the can of biscuits and separate them. On a clean surface, gently flatten each biscuit using your hands or a rolling pin, aiming for a larger and slightly thinner circle.
Spoon about 1/2 tablespoon of Nutella onto the center of each flattened biscuit.
Carefully gather the edges of the biscuit around the Nutella, pinching them together to seal. Roll the biscuit between your hands to create a smooth ball.
Dip each Nutella-filled ball into the melted unsalted butter, ensuring it's evenly coated.
Place the coated balls in the air fryer basket, making sure to leave some space between them. Air fry at 350°F for about 6-8 minutes, or until the bombs turn golden brown and crispy on the outside.
As soon as the Nutella bombs are done cooking, remove them from the air fryer and immediately dust them with confectioners' sugar. The heat will help the sugar adhere to the surface.