Combine flour and paprika in a bowl. Whisk milk and beaten egg together in a second bowl. Place panko in a third bowl.

Heat an air fryer to 400 degrees F (200 degrees C) according to the manufacturer's instructions.

Dredge one pickle spear in flour mixture; shake off excess. Dip into egg mixture to coat, then lift up so excess egg drips back into the bowl. Press into panko to thoroughly coat. Place breaded pickle, unstacked, onto a plate. Repeat to bread remaining pickles.

Spray breaded pickles lightly with cooking spray, then place into the air fryer basket in a single layer, working in batches if necessary to avoid overcrowding the fryer.

Cook in the preheated air fryer until panko is golden brown, about 14 minutes, turning halfway through.