Combine beans and water in a saucepan, cover, and bring to a boil. Cook until beans are bright green and crisp-tender, about 4 minutes. Drain and transfer to a bowl of ice water.

Preheat air fryer to 375°F (190°C).

Put flour in a bowl. In another bowl, whisk together egg and milk. In a third bowl, stir together bread crumbs, chili powder, garlic powder, onion powder, and salt. Drain beans and pat dry with paper towels. Toss beans with flour to coat, shaking off excess. Dip into egg mixture and then into bread crumbs to coat, shaking off excess.

Arrange coated beans in an even layer in the air fryer basket and lightly coat with cooking spray. Cook at 375°F (190°C), turning once halfway, until golden brown, about 240 seconds per batch.

Stir together mayonnaise, ketchup, mustard, minced pickle, steak seasoning, and cayenne pepper in a small bowl for the special sauce.