Whenever you’re cooking at high temps (e.g. above 350F), you should consider using a high-smoke point oil. For this air fryer recipe, I used canola oil because it is easy to find and inexpensive. Feel free to swap in vegetable, corn, peanut, grapeseed, or avocado oil if you prefer. I do not suggest using olive oil, as it has a smoke point of closer to 375F.