Preheat the air fryer to 160 degrees. Line the air fryer basket with foil and coat with cooking spray. Arrange the phyllo cups in the basket in an even layer. Divide the chorizo, scallion and cheese among the cups.
Whisk the eggs with the heavy cream and 1/2 tsp each salt and pepper; pour into the phyllo cups. Cook until the eggs are puffed, 5-7 minutes.
Grease a round cake pan with cooking spray. In a bowl, whisk eggs, milk, a pinch of salt and black pepper until well combined.
Pour the mixture into the round pan. Top half the mixture with spinach and red peppers. Carefully transfer pan to airfryer basket. Cook for 6-10 minutes at 200 degrees.
Remove the pan. Top vegetables with cheese and, using a spatula, fold the omelet over the filling. Slide omelet into a plate and top with cherry tomatoes.