Let's be honest, you're eating bacon. Regardless of how you cook it, the processed, cured pork belly isn't the stuff good health is made of. But cooking methods do affect the nutritional value of the dish, and the air fryer is no exception. Because the grated fryer basket allows excess bacon fat to drip away, you will likely consume less saturated fat than you would otherwise. But the difference is potentially negligible. The same end can also be accomplished if you cook bacon in the oven on a rack over a sheet pan. Any method that allows excess fat to drip away during cooking will result in fewer overall calories.