Line the outer basket with aluminum foil and pre-heat the air fryer to 390F.
Cut the bacon slices in half and arrange in the basket. Cook the bacon for 8-9 minutes, flipping halfway through. When finished, remove the bacon strips from the air fryer and transfer to a paper towel lined plate to cool. Once cooled, dice the bacon and set aside.
While the bacon is in the air fryer, heat a skillet on medium heat with butter, garlic, and 1/2 teaspoon of thyme, stirring occasionally for 1-2 minutes until fragrant and butter is melted.
Increase the heat to medium-high, and add the mushrooms and wine. Cook for about 10 minutes, stirring occasionally until the mushrooms have softened and wine has reduced by half. Note: if the wine comes to a rapid boil, reduce the heat. It should only come to a light boil.
In a small bowl, whisk together the cornstarch and water, then add it to the skillet with the mushrooms. Pour in the cream, chicken broth, bacon crumbles, parmesan cheese, pepper, and remaining parsley and thyme. Simmer on medium-low heat until the sauce has thickened slightly. Taste, and adjust the seasoning with more herbs and pepper if needed. Salt shouldn't be necessary.
Cornish Hens
Pre-heat the air fryer to 390 F. Rub the hens with Italian seasoning, paprika, and a generous amount of salt. Stuff the cavity with onions and spritz the top of the hens with olive oil. Air fry for 25 minutes, flipping the hens halfway through.
To serve: divide the cornish hens between two plates and add a generous amount of bacon gravy to each hen.
Notes
Air fry the bacon first and prepare the sauce while the cornish hens are cooking.
Remove the aluminum foil lining with bacon grease from the air fryer before adding the cornish hens.