Preheat air fryer to 360° Fahrenheit. Pat chicken cutlets completely dry with paper towels. Liberally season all sides of each cutlet with salt and pepper to taste. Set aside.
Add pecans to food processor. Pulse until finely chopped, but don't overdo it. Transfer finely chopped pecans to one shallow bowl.
Add breadcrumbs, paprika, and garlic powder to bowl with pecans. Stir well to combine. Set aside.
Crack egg into second shallow bowl and whisk until yolk and whites are fully combined.
Dip one cutlet in whisked egg, coating both sides of cutlet well. Let excess egg drip back into bowl, then place cutlet in pecan mixture. Flip cutlet in pecan breading until both sides of cutlet are well-coated, then transfer cutlet to plate and set aside. Repeat until all chicken cutlets have been coated in egg and pecan mixture.
Lightly spray air fryer basket with cooking spray. Place chicken cutlets in air fryer basket in one even layer, being careful not to stack or overlap cutlets. Work in batches as needed. Spray tops of chicken cutlets lightly with spray oil then return basket to preheated air fryer.
Cook 6 minutes, then remove basket and flip cutlets over. Return basket to air fryer and cook another 6 minutes.
While cutlets cook, stir together all ingredients for honey mustard sauce in small bowl. Once chicken is fully cooked, serve immediately with honey mustard sauce and desired sauce.