Combine flour and paprika in a bowl. Combine milk and beaten egg in another bowl. Place panko in a third bowl.
Heat an air fryer to 400 degrees F (200 degrees C) according to manufacturer's instructions.
Dip a pickle first in flour mixture, then in egg mixture, and then in bread crumbs until thoroughly coated and place on a plate. Repeat with remaining pickles. Spray coated pickles lightly with cooking spray.
Place pickles in a single layer in the air fryer basket; cook in batches if necessary to avoid overcrowding the fryer. Set timer for 14 minutes; turn pickles halfway through cooking time.
