Make the egg wash: crack an egg into a small bowl and add the milk. Beat the egg and the milk with a fork until well combined.
Place your first sheet of puff pastry on a clean surface and using a big size Christmas tree cookie cutter cut an even number of trees. Keep the scraps aside.
Place pesto and sprinkle some parmesan cheese in the center of half of the trees, brush the edges of each pastry tree with the egg wash and then cover the filling with the other half of the trees.
Transfer the trees to a large plate and let them chill in the refrigerator for at least 15 Minutes.
In the meantime, using your hands mix the scraps of puff pastry with a couple of drops of red food coloring and roll tiny balls for decoration, this step is optional.
Remove the tress from the refrigerator and brush the top with egg wash and decorate with the tiny red balls.
On your air fryer, set the time to 10 Minutes, and the temperature to 365°F / 185°C. Press Start.
When the Air Fryer has finished preheating place the tress inside at least 1 each apart. Bake in batches if needed.
When the cooking time is completed, open the basket, and let the Christmas trees cool down for about 10 Minutes. Transfer to a serving plate and enjoy!