Preheat air fryer to 370°F. Spray the basket with nonstick cooking spray.
In a medium bowl combine chicken, dry ranch seasoning mix, buffalo sauce, cream cheese, and cheddar cheese. Mix until well combined.
In the middle of each wonton, place about 2 teaspoons of the buffalo chicken mixture. (Be careful to not overfill the wontons so they don't burst while frying.)
To fold your wontons, dip your finger in the whisked egg wash and rub it around the edges of the wrapper, folding it in half diagonally. Press to seal. (Circular wrappers would work as well.)
Place the wontons in the air fryer basket in a single layer and spray the tops with cooking spray. (Depending on the size of your air fryer, you may have to work in batches.) Air fry for 3 minutes.
After 3 minutes, use tongs to flip the wontons. Again, spray the tops with cooking spray and air fry for 2 more minutes. Repeat with remaining wontons.
Drizzle with buffalo sauce and serve with blue cheese or ranch dressing for dipping.