You can absolutely air fry frozen chicken wings on their own, but getting a dry rub to stick to frozen wings will definitely be tricky. If you’re in a pinch and only have frozen wings, try air frying them on their own att 400°F for 9 minutes, take them out of the air fryer and toss them with the rub, and then finish air frying them with the rub for another 9 minutes, until crispy.