In a bowl, mix olive oil, thyme, rosemary, minced garlic, salt, and pepper. Add the chicken thighs and coat well. Let marinate for at least 10 minutes.
Preheat the air fryer to 400°F (200°C). Place the marinated chicken thighs in the air fryer basket and cook for 15-18 minutes, flipping halfway through, until the chicken is golden brown and cooked through.
While the chicken is cooking, prepare the garlic cream sauce. In a saucepan over medium heat, combine heavy cream, Dijon mustard, and a pinch of salt. Stir continuously until the sauce thickens slightly. Remove from heat and stir in chopped parsley.