Toss apple sticks with lemon juice. Set up bowls with flour, beaten egg mixed with milk, and panko mixed with sugar, cinnamon, nutmeg, and salt.
Coat each apple stick in flour, dip it into the egg mixture, and roll it in the seasoned breadcrumbs. Press gently so the coating adheres.
Preheat the air fryer to 375°F for 3 to 5 minutes. Lightly spray the basket and arrange the coated apples in a single layer.
Lightly spray the apples and cook at 375°F for 8 to 10 minutes, turning or shaking halfway through, until golden and tender.
Rest for two minutes, then serve warm with caramel sauce, vanilla yogurt, chocolate sauce, or ice cream.