Preheat the air fryer to 375°F (190°C).
Slice the jalapeño peppers in half lengthwise and carefully remove the seeds and membranes using a small spoon or knife, keeping the stems intact.
Chop the raw shrimp into small pieces, about 1/4 inch in size.
In a medium bowl, combine the chopped shrimp, softened cream cheese, shredded cheddar cheese, chopped green onions, garlic powder, smoked paprika, salt, and black pepper. Mix until well combined.
Fill each jalapeño half with the shrimp and cheese mixture, pressing gently to pack the filling.
In a small bowl, whisk together the egg and water to create an egg wash.
Place the panko breadcrumbs in a separate shallow bowl.
Dip each stuffed jalapeño half first into the egg wash, then coat evenly with panko breadcrumbs.
Lightly spray the air fryer basket with cooking spray and arrange the jalapeño poppers in a single layer without overcrowding.
Spray the tops of the poppers lightly with cooking spray.
Air fry for 8 to 10 minutes until the jalapeños are tender and the breadcrumb coating is golden brown and crispy.
Remove from the air fryer and let cool for 2 minutes before serving.