Using a stand mixer or handheld mixer, cream sugar and butter together.
Add eggs, nutmeg, vanilla and lemon and mix.
Dissolve the baking soda into the buttermilk, and add to mixture. Mix well.
Add flour to wet ingredients and mix until dough forms.
Dump dough onto a piece of plastic wrap or into a gallon sized zip top bag and chill for minimum of 2 hours.
Roll out chilled dough until ¼-1/2in thickness and cut into desired shapes.
Place cut shapes into the basket of your air fryer. Don't crowd the basket.
Air Fry at 350 for 4-6 minutes or until cookies are puffy and just barely browned on edges. Watch closely.
Carefully transfer cookies to a cooling rack and cool completely.