Peel the apples and remove the cores. Slice the apples into thin, fry-shaped strips of roughly equal thickness.
In a shallow bowl, whisk together the all-purpose flour and apple pie spice.
Crack the eggs into a separate shallow bowl and whisk until smooth.
Working with a small batch at a time, toss the apple strips in the seasoned flour. Lift them out and shake away any excess.
Dip each floured apple strip into the beaten egg, allowing the excess egg to drip back into the bowl.
Return the strips to the flour mixture and turn gently until completely coated. Shake off loose flour so the coating can become crisp.
Place the coated apple fries on a wire rack while you finish preparing the remaining apples.
Preheat the air fryer to 325°F (163°C).
Generously coat the air fryer basket with cooking spray. Arrange the apple strips in a single layer without overlapping.
Lightly spray the tops with cooking oil. Air fry for 5 minutes.
Turn the fries carefully, lightly spray again, and air fry for another 5 minutes, or until the coating is golden and the apples are tender.
Transfer the hot Air Fryer Apple Fries to a cooling rack and immediately sprinkle them with cinnamon sugar so it sticks to the warm coating.
Repeat with the remaining batches.
To prepare the dip, whisk the confectioners' sugar and alcohol-free vanilla extract together. Add milk 1 tablespoon at a time until the icing reaches a smooth dipping consistency.
Serve the apple fries warm with vanilla icing on the side or lightly drizzled over the top.