Preheat the air fryer to 375°F (190°C).
Slice each jalapeño pepper in half lengthwise and carefully remove the seeds and membranes using a small spoon or knife. Set aside.
Chop the raw shrimp into small pieces.
In a medium bowl, combine the chopped shrimp, softened cream cheese, shredded cheddar cheese, chopped green onions, garlic powder, smoked paprika, salt, and black pepper. Mix well until fully incorporated.
Fill each jalapeño half evenly with the shrimp and cheese mixture.
In a small bowl, whisk together the egg and water to create an egg wash.
Dip each stuffed jalapeño half into the egg wash, then coat evenly with panko breadcrumbs.
Lightly spray the air fryer basket with cooking spray. Place the stuffed jalapeño poppers in a single layer in the basket, making sure they do not touch.
Spray the tops of the poppers lightly with cooking spray.
Air fry for 8 to 10 minutes, or until the jalapeños are tender and the breadcrumb coating is golden brown and crispy.
Carefully remove the poppers from the air fryer and let cool for 2 minutes before serving.