For the Brats:
Preheat your air fryer to 360°F (180°C).
Arrange the brats in a single layer in the air fryer basket.
Cook for 15 minutes, turning halfway through, or until the brats reach an internal temperature of 160°F (71°C).
For the Cheese Sauce:
In a small saucepan over medium heat, add the butter and let it melt.
Whisk in the flour and cook for 1 minute.
Gradually whisk in the beer and milk until the sauce thickens, about 3-5 minutes.
Remove from heat and stir in the shredded Cheddar cheese and paprika until the cheese is melted and the sauce is smooth.
To Serve:
Place each brat in a bun.
Drizzle the beer cheese sauce over the brats.
Sprinkle with chopped chives.