Into a bowl, add the warm milk, the egg, the unsalted margarine, the sugar, the salt and the dry yeast powder, mix very well.
Gradually add the wheat flour and keep mixing well. Once you’ve added all the flour and can no longer mix with the spoon, use your hands.
Sprinkle some flour on a table and keep kneading for 5 minutes.
Put the dough back in the bowl, cover with plastic wrap and let it rise for 40 minutes.
After this indicated time, get a portion of dough and round it on the table. I’ve split this dough into 9 equal-sized pieces, that is, into 9 little balls.
Transfer all these balls to the air fryer basket, lined with parchment paper.
Then close the air fryer drawer and let the dough rise for another 20 minutes, while the air fryer is still off.
After this indicated time, turn the air fryer to the set temperature of 180°C (356°F) and bake for 7 minutes.
After this indicated time, set the temperature to 150°C (300°F) and bake for another 8 minutes.
Brush some butter over these breads to make them shiny.
Serve.