How to Make It
Whisk together flours, granulated sugar, baking powder, cinnamon, and salt in a medium bowl. Add butter; cut into mixture using 2 knives or a pastry cutter until butter is well combined with flour and mixture resembles coarse cornmeal. Add milk, and stir together until dough forms a ball. Place dough on a floured surface, and knead until dough is smooth and forms a cohesive ball, about 30 seconds. Cut dough into 16 equal pieces. Gently roll each piece into a smooth ball.
Coat air fryer basket well with cooking spray. Place 8 balls in basket, leaving room between each; spray donut balls with cooking spray. Cook at 350°F until browned and puffed, 10 to 12 minutes. Gently remove donut balls from basket, and place on a wire rack over foil. Let cool 5 minutes. Repeat with remaining donut balls.
Whisk together powdered sugar and water in a medium bowl until smooth. Gently spoon half of the glaze over donut balls. Let cool 5 minutes; glaze again, allowing excess to drip off.