Combine the honey, mustard and Worcestershire sauce. Place the chicken legs in a large plastic bag and pour the honey mustard over the top of the chicken. Seal the bag and shake to coat the chicken. Place in the fridge for 30 minutes or longer.
When ready to make chicken, preheat air fryer at 400° for 5 minutes. Place the chicken in the air fryer basket, alternating the legs to maximize the number of legs you can fit in the basket.
Season with salt and pepper and cook for 10 minutes on 400°. Flip the chicken legs over. Cook for an additional 10 minutes.
Check the internal temp of the chicken to be sure it is at 165°.