Wash sushi rice until the water runs clear. Bring water and rice to a boil then reduce to a simmer cover and cook for about 15 minutes.
Cook frozen shrimp tempura in the air fryer on 400 for 8-10 minutes.
Season rice with rice vinegar, sugar and salt. Mix well. And allow rice to cool to room temp.
Chop and prepare cucumber and avocado.
To a flat surface lay down sushi mat or place mat. Then place a layer of plastic wrap. With wet hands, spread out 1/3 cup of sushi rice on a sheet of nori (use more if needed). Sprinkle with sesame seeds.
Flip nori over on a sheet of plastic wrap so the side with rice is facing the plastic wrap. Layer few pieces of cucumber, 2 pieces of shrimp tempura and avocado 1/4 from the top of the nori, then roll and tuck tightly making everything sealed.
Keep rolling and tucking until it’s sealed. Using a wet knife, slice the sushi into even pieces. Serve with your favorite dipping sauce and enjoy!