Make the Cajun seasoning: in a small bowl, mix together all of the Cajun seasoning spices. Place 1 tsp of the seasoning mix into a medium bowl. Set the medium bowl aside.
Dredge the chicken wings in the seasoning mixture one at a time. Use your hands to rub the spices in to the wings. Place on your air fryer basket in a single layer, leaving space in between as your air fryer will allow. Repeat until all of the chicken wings have been coated with the spices.
Air fry at 400° F for 6 minutes. Remove from air fryer and use tongs to flip the wings over on to the other side. Air fry at 400° F for 6 minutes more, or until cooked through.
While the wings air fry, make the Remolaude: add the remainder of the Remoulade ingredients to the medium bowl with the 1 tsp of reserved Cajun seasoning. Use a spoon to combine completely. Refrigerate until ready to serve.
Serve the wings hot with the Remoulade on the side for dipping. Enjoy!