Preheat the air fryer to 390 degrees.
Gather 3 shallow bowls. Place cornstarch, paprika, garlic powder, black pepper and salt in one bowl. Add the beaten egg to the second bowl and the panko to the third bowl.
Make sure you've dried your scallops well. Dip each scallop into the cornstarch mixture, then egg, then panko, shaking off excess in each bowl (especially the cornstarch).
Wipe your air fryer basket with high heat cooking oil.
Add scallops to basket, making sure not the crowd them, they should not touch each other. You may need to cook the scallops in batches if you have a small air fryer.
Cook for 2-4 minutes, depending on the size of your scallops. Flip the scallops and cook an additional 2-3 minutes, until scallops are opaque throughout. Scallops should be crisp and golden brown on the outside and just opaque and tender in the center. Don't overcook.
Remove scallops from air fryer, sprinkle with sea salt and serve immediately. Serve scallops with melted butter (a must!), tartar sauce and lemon wedges. Sprinkle with parsley, if desired.