Using air fryer parchment paper is super helpful with clean-up for lots of recipes. However, we have found that it doesn't really matter with bacon. Whether you use them or not, you will need to clean the air fryer basket and tray. The only benefit we can see is if you remove the bacon and leave the parchment in the basket until the fat solidifies. Then you can remove it and throw it away. Air fryer parchment has holes in it for air circulation, so much of the fat will drip through anyway. You can also line the bottom air fryer tray with regular parchment. This way the fat that does fall through will collect there and can be tossed when it hardens.