Preheat the air fryer to 380°F and lightly coat the basket with nonstick cooking spray.
Pat the chicken dry with paper towels, then season both sides with salt and pepper.
Using a sharp knife, cut a pocket into each chicken breast by holding it firmly with one hand and slicing a two-inch slit in the thickest part. Be careful not to cut through to the opposite side.
In a medium bowl, combine cheddar cheese, cream cheese, garlic powder, and 2 tablespoons of barbecue sauce. Stir until smooth and well mixed.
Fill each chicken pocket evenly with the cream cheese mixture.
Wrap two slices of bacon around each chicken breast, ensuring the filling is secure. Brush the remaining barbecue sauce over the bacon-wrapped chicken.
Place the chicken in the air fryer basket. Cook for 10 minutes, then flip the chicken and cook for another 10 minutes, or until the chicken’s internal temperature reaches 165°F.
Serve immediately.