Yes, you can definitely make frozen vegetables in an air fryer. In fact, it is one of my favorite ways to cook vegetables. While baking vegetables in the oven can take a long time to get them crispy, and microwaving vegetables can lead to a mushy mess, air fryers can make some incredible roasted broccoli in only a few minutes (about 10 to 15 minutes).
Even better, vegetables actually cook better in an air fryer when they are frozen. The circulating air allows the exterior of the vegetable to reach a perfect level of roast, while the interior stays nice and juicy since it is initially frozen.