When making air fryer French fries, whether or not to peel the potatoes is personal preference. The skin covers a small surface area of the fries, adds a bit of texture, and contains vitamins. If that sounds good to you, you do not need to peel the potatoes. If you prefer the skin off, you are welcome to peel them. Yukon gold skins are thinner and will be less noticeable than russet potato skins (the thinnest-skinned of potatoes like baby potatoes or Roasted Fingerling Potatoes never need to be peeled, though they are too small to use for fries).