Spray the basket of your air fryer and the cannoli shell forms with cooking spray.
Spread turbinado sugar (or other coarse sugar) on a plate. Set aside.
Dust a clean surface with flour and roll out one sheet of refrigerated pie crust to about 1/16" thick.
Cut 4" circles of crust. Use a cookie cutter, biscuit cutter, small bowl, large glass, any smooth-edge circle. I used a fried egg mold.
Crack egg into a small bowl, separating egg white from yolk. Discard yolk (or save for another recipe), and beat the egg white.
Wrap one circle of pie crust around a prepared cannoli mold. Brush beaten egg white where the circle edges overlap to seal, making sure not to get any egg white on the cannoli form - this will make your cannoli shell stick to the form.
Carefully brush egg white on the outside of the cannoli shell (again making sure to not get any on the form), and then roll in sugar to coat. Repeat for remaining forms.
Preheat air fryer to 400°F.
Add a few shells to air fryer basket, making sure they don't touch each other. (My air fryer basket fit 4 shells at a time.) Cook at 400°F for 5-8 minutes, until shells are crisp and golden brown, and some of the sugar has caramelized. Remove with tongs and let cool on wire rack for a few minutes.
Once shells are cool enough to handle, gently grasp cannoli shell in your hand, and slide the form out of the shell. You may need to twist a little bit. I find it easier to hold the shell still and move the form at first to loosen. Repeat with the rest of the shells. Let cool completely.