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Preheat the air fryer to 385 degrees.
Slice the pork sausages into rounds - about 12 per sausage for a total of 24 slices.
Cut the bacon in half. Wrap a half slice of bacon around each of the sausage rounds, leaving space on top to hold the filling. Put a toothpick through each "shot" to hold it together while cooking.
In a mixing bowl, soften the cream cheese in the microwave for 30 - 45 seconds. Add the shredded cheese and green chilies to the softened cream cheese. Mix well. (Add as many or as few green chilies as you like.)
Spoon the cream cheese mixture into a plastic Ziploc bag and snip off one corner to make a piping bag (or put the mixture into an actual icing piping bag). Pipe the filling into each of the "shots," filling it to the top.
Place the "shots" into the air fryer and cook for 12 minutes. Remove with tongs; they will be hot. Serve warm and refrigerate leftovers. It may take several batches to cook them all depending on the size of your air fryer.