This is up to you, to be honest. There are pros and cons to lining the air fryer. Air frying lemongrass chicken directly in the air fryer basket (with a spray of oil) gives you the best results. However, cleaning the air fryer basket can be extra work. Air frying the chicken with tin foil is the method that will leave you with the least amount of cleaning. However, the bottom of the chicken won't crisp up as the liquid will pool, and you won't have the gaps to let air circulate. You'll have to flip the chicken. However, it doesn't really bother me, so I don't flip it. Air frying the chicken with parchment with holes like in my air fryer gochujang chicken recipe, is like the middle ground between the two as the holes let the air pass through and liquid to drip off. However, there will still be cleaning up involved. Lining or not lining is less of an issue if you are only cooking half a batch as I simply place the basket in the dishwasher after. But when cooking in 2 to 3 batches, the marinade that has dripped off will cook onto the bottom of the air fryer and be harder to clean off.