Arrange brats in a single layer in the air fryer basket.
Cook for 15 minutes, turning halfway through, or until brats reach an internal temperature of 160 degrees.
For the cheese sauce:
Add the butter to a small saucepan over medium heat and let melt.
Whisk in the flour and cook for 1 minute.
Whisk in the beer and milk until the sauce thickens, about 3-5 minutes.
Remove from heat and stir in the cheddar and paprika.
To serve:
Place the brats in the buns and drizzle with the cheese sauce. Sprinkle with chives.
Notes
Leftover cheese sauce makes a great dip for french fries, chips, and pretzel nuggets! Store in the fridge and reheat on the stove over low heat, whisking constantly.