Spray an 8-inchbaking pan with avocado oil (see note).
In a mixing bowl, whisk together the powdered sugar, flour, and cocoa powder. Add the avocado oil, eggs, water, vanilla, and salt and stir to combine until the dry ingredients are absorbed. Add half of the chocolate chips and half of the walnuts and stir until evenly mixed.
Preheat the air fryer on BAKE at 300°F and set the cooking time for 45 minutes. Transfer the brownie batter to the baking pan, then sprinkle on the remaining chocolate chips and walnuts.
Bake the brownies in the preheated air fryer.
When the cooking program ends, sprinkle the marshmallows on top of the brownies. Cook the brownies on your air fryer’s BROIL setting at its highest temperature (some will go up to 450°F, while others top out at 400°F) for 3 minutes, or just until the marshmallows are puffed and toasty brown.
Remove the brownies from the oven. Let them cool in the pan for at least 2 hours, then slice and serve.
If you are using a basket-style air fryer (6-quart size), use an 8-inch round metal cake pan, stir all of the walnuts, chocolate chips, and marshmallows into the batter (do not reserve any for topping), and increase the cooking time to 1 hour. skip the broiling step. the brownies will be fudgy on the inside with an extra-crispy top layer. If you are using a toaster oven–style air fryer, you can use an 8-inch round or square metal cake pan for more evenly baked brownies, or an 8-inch square Pyrex dish for a brownie with an extra-gooey center. If you like, you can line the bottom of the cake pan with a round of parchment for easier unmolding. For an even quicker treat, you can use a store-bought brownie mix for this recipe. Any 18- to 19-ounce boxed mix will work well—I like the classic Betty Crocker fudge brownie mix. substitute the boxed mix for the powdered sugar, flour, and cocoa powder.