Preheat the air fryer to 350 degrees F (175 degrees C). Lightly grease a 6-inch deep-dish pan.
In a medium bowl, combine the oats, baking powder, salt, and cinnamon. In a small bowl, mix the egg, milk, banana, syrup, butter, and vanilla. Pour the egg mixture into the oats, then stir in the blueberries and pecans.
Pour the mixture into the pan, cover with foil, and bake for 20-24 minutes, removing the foil halfway through. Divide into bowls and serve.