Lightly flour a solid surface where you can easily roll out the Pastry dough. Gently unroll or unfold a sheet of the dough, and gently roll it out with rolling pin, lightly floured.
Using a sharp knife, pastry wheel, or pizza cutter, cut the dough into even strips.
Pick up one of the cream horn molds, and lightly grease the mold with Crisco. Wind the dough around the mold, slightly overlapping the dough as you wrap it around. Dip your finger in the water, and lightly wet the end of the dough, sticking it to the last strip around the mold.
Spray the basket of your Air-fryer with cooking spray, and lay the dough wrapped molds into the basket. Air fry the Cream horns for 4 minutes. Remove to a wire rack to cool completely.
Make the filling while the Cream horns are cooling: In the mixing bowl of a stand mixer, cream together the Butter and Crisco until light and fluffy.
Add the Powdered sugar a little at a time, mixing between additions. Add the Marshmallow cream, and mix well, scraping down the bowl, and mixing again. Add the Vanilla, and blend on low. Add the Heavy Cream, and mix until blended into the ingredients.
Turn mixer on High speed and mix for 2 minutes. Mixture will be thick and fluffy. Place the Filling in a Pastry bag with a large star tip. Remove the Cream Horns from the Molds, and fill the cream horns from both ends, filling them to the middle from both ends. Place the Cream Horns on Parchment paper after filling.