Cover a large dinner plate with parchment paper. Using a teaspoon, scoop a heaping teaspoon of goat cheese into the palm of your hand. Lightly roll the goat cheese into a ball. If the goat cheese is too sticky, lightly coat your hand with 1 tsp olive oil. Place on parchment paper and continue until all the goat cheese is used, forming about 30 small balls.
Chill the goat cheese balls in the freezer for at least 30 Minutes. This step is essential to ensure the breadcrumbs stick properly to the goat cheese.
While the goat cheese is chilling, prepare the sauce. Place cherry tomatoes, unsalted butter, minced garlic, salt, and a sprinkle of black pepper in the middle of a large sheet of aluminum foil. Fold the aluminum foil into a parcel, thoroughly enclosing all of the ingredients into a pouch.
Air Fry the aluminum foil packet at 385°F for 20-25 Minutes, or until the tomatoes have burst and are lightly roasted.
Pour the roasted tomato mixture into a medium mixing bowl. Lightly mash the ingredients into a marinara sauce. Add the chopped basil and additional salt to taste.
While the marinara sauce is cooking, bread the goat cheese balls. In a mixing bowl, add flour. In a separate mixing bowl, beat together egg and water. In a final mixing bowl, add Italian panko bread crumbs. Coat all goat cheese balls in the flour, then the egg mixture, then the bread crumbs. Place all coated goat cheese balls back on the parchment paper-lined plate. Chill in the freezer for at least another 30 Minutes. Goat cheese balls should be fully frozen before frying otherwise they will melt.
Air Fry breaded goat cheese balls in batches at 400°F for 5 Minutes, or until lightly golden.
Serve fried goat cheese with marinara sauce as an appetizer.