Yes, you can assemble air fryer hand pies in advance. To make them just a day or two in advance, simply assemble the pies (skip the egg wash and coarse sugar topping for now) and store in the refrigerator in an airtight container for up to 24 hours. Just before air frying, brush the pies with egg wash and sprinkle the sugar. You can also assemble the hand pies and freeze them for up to 3 months. After crimping the edges, place them on a parchment-lined tray and freeze until solid. Then, store them in a freezer bag or freezer-safe container. Air fry from frozen, adding about 5 minutes to the bake time.