Prepare the filling: Heat olive oil in a pan over medium heat. Sauté onion until translucent, then add garlic and cook for 1 minute. Stir in shredded chicken, tomato paste, salt, and pepper. Cook for 5 minutes. Remove from heat, stir in cream cheese (if using) and parsley. Let cool completely.

Make the dough: In a medium saucepan, combine chicken broth, butter, and salt. Bring to a boil. Reduce heat to low, then add all-purpose flour at once, stirring vigorously with a wooden spoon until the dough comes together and pulls away from the sides of the pan. Continue cooking for another 2-3 minutes, stirring constantly, until smooth.

Cool and knead dough: Transfer dough to a clean surface and let cool slightly until it's comfortable to handle. Knead for 5-7 minutes until smooth and elastic.

Form the Coxinhas: Take a small portion of dough (about 2 tablespoons) and flatten it into a disc in your palm. Place about 1 tablespoon of filling in the center. Carefully bring the edges of the dough up around the filling, shaping it into a teardrop or drumstick shape, sealing tightly at the top. Repeat with remaining dough and filling.

Coat the Coxinhas: Dip each Coxinha first into the beaten egg, then roll in the breadcrumbs, ensuring an even coating.

Air Fry: Preheat your air fryer to 375°F (190°C). Lightly spray the air fryer basket with cooking spray. Arrange Coxinhas in a single layer, ensuring they don't touch. Spray the tops of the Coxinhas lightly with cooking spray.

Cook: Air fry for 15-18 minutes, flipping halfway through, until golden brown and crispy. (If cooking from frozen, add 3-4 minutes to the cooking time.)

Serve: Serve hot with your favorite dipping sauce.