Melt 2 tablespoons butter in a medium skillet over medium heat. Add the diced apples, brown sugar, 1 teaspoon cinnamon, nutmeg, and lemon juice. Cook for 5 to 7 minutes, stirring occasionally, until the apples are tender but still hold their shape.

Stir the cornstarch and water together until smooth. Add the slurry to the apples and cook for 1 to 2 minutes, until the sauce is glossy and thick. Transfer to a shallow bowl and cool completely.

Beat the softened cream cheese, powdered sugar, and vanilla until completely smooth. Add the cold heavy cream and beat until fluffy with soft-to-medium peaks. Refrigerate while preparing the shells.

Preheat the air fryer to 350°F (175°C), if recommended for your model. Mix the granulated sugar and 2 teaspoons cinnamon in a shallow dish.

Brush both sides of each tortilla lightly with melted butter, then coat both sides with cinnamon sugar. Fold each tortilla gently into a taco shape.

Arrange the folded tortillas in an air-fryer-safe taco holder. If needed, place compact foil forms inside the folds to keep the shells open. Do not overcrowd the basket.

Air fry for 5 to 7 minutes, checking early, until the shells are golden and crisp. Transfer them to a wire rack and cool completely; they will firm as they cool.

Pipe or spoon the chilled cheesecake mixture into each cooled shell. Top with a generous spoonful of the cooled cinnamon apples.

Drizzle with caramel sauce or sprinkle with extra cinnamon, if desired. Serve soon after assembling for the crispest texture.