In a large bowl, combine the plain flour (reserving a small amount for dusting later), milk powder, baking powder, and a pinch of salt.
Add the Greek yoghurt, sweetener, and vanilla extract. Mix until just combined, being careful not to overmix, as this can make the dough chewy.
Lightly flour your work surface using the reserved flour. Divide the dough into 16 equal portions and roll each piece into a ball.
Place the dough balls into your air fryer basket. If your air fryer isn't non-stick, line the basket with baking paper as the dough can be quite sticky.
Air fry at 180°C for 10 minutes, or until lightly golden.
While the dough balls are cooking, prepare the cinnamon sugar coating by mixing the sweetener and cinnamon together in a bowl.
Once the dough balls are cooked and still warm, quickly dip each one into the light milk, ensuring all sides are lightly coated.
Roll each dough ball in the cinnamon sugar mixture until evenly coated, then serve warm and enjoy.