Pat 2 Cornish hens dry with paper towels, including behind the wings, legs, and inside the cavity. Place on a wire rack fitted over a large plate. Refrigerate uncovered for at least 1 hour,or up to overnight to dry the exterior and help create crispy skin.
Heat an air fryer to 380ºF for 10 minutes. Meanwhile, prepare the following: Cut 1/2 small lemon in half again to create 2 quarters and remove any visible seeds. Cut 1 of the large rosemary sprigs in half crosswise. Place 1 teaspoon kosher salt, 3/4 teaspoon poultry seasoning, 3/4 teaspoon garlic powder, 3/4 teaspoon onion powder, 3/4 teaspoon paprika, 1/2 teaspoon black pepper, and 1/4 teaspoon granulated sugar in a small bowl and stir to combine.
Pat the Cornish hens dry again with paper towels. Rub 1 tablespoon of the olive oil on each hen, including the underside, wings, and thighs. Sprinkle 1/2 teaspoon of the spice mixture inside each the cavity of each hen. Sprinkle the outside of the hens with the remaining spice mixture, liberally rubbing the spices into the oil to create an even coating so that there are no spice clumps, which will burn in the air fryer. Place 1 lemon quarter and half a rosemary sprig inside each cavity. Wrap 1 slice bacon lengthwise over the center of each hen, and secure with a toothpick underneath, if using.
Brush the air fryer basket with a very thin layer of the remaining 1 tablespoon olive oil, reserving the rest. Carefully place both hens in the air fryer basket breast-side down. If you have a small basket, alternate the direction of the hens, so they face each other to ensure they snugly fit in the basket. You may need to use tongs to arrange the hens in the basket. Drizzle any remaining olive oil over both hens.
Air fry for 20 mintutes. Flip the hens and continue air frying until an instant-read thermometer registers 165°F in the thickest part of the thigh, 15 to 20 minutes more. Meanwhile, pick the leaves from the remaining large rosemary sprig and finely chop until you have about 1 teaspoon.
Transfer the Cornish hens from the air fryer with tongs to a large plate or clean cutting board. Let rest for 10 minutes. Discard any toothpicks and garnish with the chopped rosemary. Remove the lemon wedge from the cavity with a fork and carefully squeeze the juice over the Cornish hen if desired.