Do the air bubbles occur in the dough after you cut out your first batch and then roll out the second batch with the same dough? If so, make sure you knead it really well between rolling. This is a common occurrence and it is very hard to prevent this in subsequent rolling. If I get bubbles after baking, I take a small rolling pin (one used for detail fondant it is about 8 inches long) and gently rub over the top of the cookies immediately after I take them out of the oven. Actually, I do this even if there are no air bubbles, it gives the top of the cookies a very flat, even surface to decorate.