Cut the kielbasa into 20 slices. Cut the bacon slices in half.
Wrap one piece of bacon around each kielbasa slice to form a “shot glass” shape, and secure it with a toothpick.
In a small bowl, mix together the cream cheese, cheddar cheese, and garlic powder until well combined.
Fill a piping bag or plastic baggie with the cheese mixture, then snip off the tip. Pipe the cheese mixture into the center of each bacon-wrapped “shot.”
Cook the pig shots in the air fryer in batches for 20 minutes, shaking the basket halfway through cooking to ensure even crisping.
Remove from the air fryer and let cool on the baking sheet for 1 minute, then serve.