In a small bowl, combine cherries and wine; set aside. In a shallow dish, combine the pepper, brown sugar, garlic powder, paprika, coffee, salt, cinnamon, cumin and mustard. Add steaks, one at a time, and turn to coat. Cover and refrigerate for 30 minutes.
In a small skillet, heat butter over medium-high heat. Add shallot; cook and stir 2 minutes. Add broth and thyme. Bring to a boil; cook until liquid is reduced by half, about 8 minutes. Stir in cream; bring to a boil. Cook until thickened, stirring occasionally, 8 minutes.
Meanwhile, preheat air fryer to 375°. In batches, arrange steaks in greased air-fryer basket; spritz with cooking spray. Cook until meat reaches desired doneness (for medium-rare, a thermometer should read 135°; medium, 140°; medium-well, 145°), 3-6 minutes on each side.
Stir reserved cherry mixture into cream sauce; serve with steaks. If desired, sprinkle with blue cheese.
