If you have one, use an apple corer to core the apples, then slice them in half. If not, just slice the apples in half through the core and stem and use a spoon or knife to remove the core and seeds.
Scoop out a little more of the apple with a spoon or paring knife to create a round cavity.
Make the filling: combine the oats, melted butter, maple syrup, ½ teaspoon cinnamon, cayenne, and a pinch of salt to a medium bowl and mix well.
Sprinkle each apple half with ½ teaspoon cinnamon and fill each apple cavity with the oat mixture. Place the apple halves in the air fryer basket.
Air fry apples at 350 degrees Fahrenheit until they are soft and the cinnamon oat filling is lightly browned and caramelized, 12 to 15 minutes. Let apples cool just enough to handle or use tongs to remove from the air fryer.