Can a 2015 Macbook Air MagSafe 2 connector be filed down to work with a 2009 Macbook Pro?
I'm pretty much sure there is some difference between MagSafe and MagSafe2 plugs.  Another page for overview is right power adapter and cord
from Apple. 
On other hand Apple has made it clear that an adapter with the same or higher wattage than originally provided may be used without problems. So should you have a chance to apply your MagSafe2 plug for your MagSafe notebook - imho that would work