Preheat the air fryer to 350°F.
In a bowl, mix the flour, sugar, and salt. Cut the cold butter into small pieces and knead it in until a crumbly dough forms.
Add the egg and 3-4 tablespoons of cold water. Knead the dough until smooth. Wrap it in plastic wrap and let it chill in the refrigerator for 30 minutes.
If you are using fresh cherries, remove the pits using a cherry pitter. In a bowl, combine the cherries with vanilla extract, cornstarch, and lemon juice. Let the mixture sit briefly.
Roll out the dough thinly on a floured work surface. Cut out circles with a diameter of about 4-5 inches.
Place one to two teaspoons of cherry filling in the center of each dough circle. Fold the dough over to form a half-moon shape.
Press the edges firmly with a fork to seal them well. Score them several times with a knife.
Whisk the egg and brush the top of the empanadas with it.
Bake the empanadas for about 10-12 minutes, until golden brown and crispy.
Let the finished empanadas cool slightly and enjoy!