Thanks so much, Carissa, for sharing your air fryer method. Really helpful tips, especially about flipping and temperature control! Glad they enjoyed them.

I have actually found a method to do this in an air fryer that does not sacrifice the puff!
A few disclaimers. I could not find red bean paste at my local Asian grocery so I made my own, and it may be a bit too firm. Likewise, my dough was a bit too sticky (I covered my hands in water to roll it). I was going to fry them but because concerned for my questionable dough, so decided to use my air fryer. The first batch all exploded! But I found that if you put the sesame balls in the air fryer with space between them at a lower temperature, like the recipe says, and turn them every couple minutes (before I placed each one in the air fryer I flipped it over, so the side that was flattened by resting on the plate was on top. This is so gravity can’t drag the paste through the dough and breake it, which isn’t a worry when oil frying as much) when the dough turns up a bit you can stop turning them and leave the air fryer to go longer. They will expand! I cooked them like this for about 15 minutes at 270. Then, I turned up the heat to 370 to get the outsides crisp, again turning constantly! They really like to start exploding at this high temperature so be vigilant! Only a few survived. However all of them were puffy, crispy, and delicious!
I may not have followed the recipe much at all but I found it very helpful! And I hope this comment helps someone else too

You could use an air fryer to cook sesame balls. However, you won’t be able to achieve the perfectly round shape, crispy crust, or full expansion of the dough.