Gwern and I have both been here before, via https://en.wikipedia.org/wiki/Talk:Investigations_of_a_Dog . :) I'll repost what I wrote there a few months ago:

[...I] think it's obvious that the "air dogs" are birds, as filtered through word-of-mouth (since the narrator has never seen one). I do think it's strange that Kafka chose to make his narrator never-have-seen a bird in real life; but then, the narrator also has apparently never-seen a human being either; the narrator believes that dog food descends from the air apparently without taking any notice of the human hand holding it or the human body attached to the hand. So it's arguably consistent that he's also never looked up to observe a bird, but only faithfully[!] trusts in the reports of others about their existence. Here's how Michael Hofmann (2017) translates some key points of the description of "air dogs": "A miniscule dog, not much bigger than my head, even when fully mature [...] said to move largely through the air, and without any visible effort either, but to do so in a state of rest. [...] to this day I haven't actually seen one, but [...] Why do they float up there, letting their legs, which are our pride and joy, atrophy from being parted from the nourishing mother earth, *not sowing, merely reaping,* apparently even being nourished particularly well by providential dogdom." It's quite easy to assume this is all describing birds, even if you (like me) think it's a little too much of a reach to assume that that last sentence is a cutesy out-of-universe reference to Matthew 6 ("Behold the fowls of the air: for *they sow not, neither do they reap,* nor gather into barns; yet your heavenly Father feedeth them. Are ye not much better than they?"). Again: "their unbearable garrulousness [...] about the observations they are able to make from their comparative altitude [...] there's not much more to them than a beautiful pelt".

Vice versa, I don't see any textual support for the idea that "air dogs" are gramophone recordings. (Recordings of dogs?) And the linked reference[1] doesn't make that claim, either; it just says that the musical, dancing dogs (as opposed to the air-dogs, which — unlike the dancing ones — the narrator has never seen) likely represent a film being shown in a movie theater rather than a live performance (hence why the dogs paid the narrator no attention), and says, quote, "[...] movie houses in which the magical effects of moving images projected through the haze of tobacco smoke were heightened by the live, mood-inducing music produced by real but unseen musicians playing off-stage in the dark [...Kurt] Pfemfert defensively denounces "Edison," not the person, but the metonym that defined the era [...] disparages the fact that people prefer to listen to the clattering racket of cinema and play a new waltz on the phonograph. Constrained by such naive horizons, the young dog would know nothing about these promising advances, including the phonograph [...] and would be bemused by this apparatus and the many reproductions of the little terrier named Nipper, who, with cocked head listened quizzically to "his master's voice" [... But we] should have no trouble recognizing what previous critics have failed to see — a striking resemblance between the dog's "scenic" description and the dancing images projected in the noisy venues of silent cinema."

If it weren't for the garrulousness and the beautiful pelts, I might conceive that the air-dogs were stuffed animals (since, again, our narrator is blind to anything that's not dog-shaped, thus wouldn't see the human hands manipulating them any more than the human hands bringing the food). But I don't see how a gramophone (or even a television screen, not that TV screens existed in 1922 anyway) would fit all the available evidence.

[1] - https://gwern.net/doc/fiction/science-fiction/2007-williams....