Preheat the air fryer to 380°F if recommended. Pat the fully thawed tails dry.
Cut the center of each top shell to the tail fan. Loosen and lift the meat above the shell while keeping it attached at the tail end and leaving the lower shell intact.
Combine butter, garlic, lemon zest, paprika, salt and pepper. Divide between two bowls before brushing raw seafood.
Set tails shell-side down in the basket. Brush lightly with butter from the raw-use bowl; discard any remainder in that bowl.
Air fry for 5 minutes, then check the smallest tail. Continue 1 minute at a time, usually 6 to 8 minutes total for 5- to 6-ounce tails.
Remove each tail when the thickest meat reaches 145°F and is pearly white and opaque.
Brush with clean reserved butter, add lemon juice and parsley, and serve immediately.