Cooking with oil will make the crispiest quesadillas, but you can cook with butter if you prefer a buttery taste. To cook with oil in an Air Fryer, spray the Air Fryer basket with non-stick cooking oil and put the quesadilla in the basket. Alternatively, you can brush the outside of the quesadilla with oil before putting it in the basket to cook. Similarly, you can thinly coat the outsides of the quesadilla with butter before frying or air frying it.