Prep the fish: Pat the walleye fillets very dry with paper towels.
Dry fish browns better and won’t steam.
Preheat the air fryer: Set to 400°F (200°C) for 5 minutes. A hot basket helps the crust crisp quickly.
Mix the dry coating: In a shallow bowl, combine breadcrumbs, Parmesan, paprika, garlic powder, onion powder, salt, pepper, and the zest of half the lemon. Stir well to distribute the seasoning.
Make the wet dip: In another bowl, whisk the egg with Dijon and mayonnaise until smooth.
This acts like glue and keeps the fish moist.
Coat the fillets: Dip each fillet in the egg mixture, letting excess drip off. Press into the breadcrumb mixture, coating both sides. Gently press so the crumbs adhere.
Oil the basket: Lightly spray the air fryer basket with oil.
Place the fillets in a single layer with a little space between each piece.
Spray the tops: Lightly mist the coated fillets with oil spray. This helps them turn golden.
Cook: Air fry at 400°F (200°C) for 8–10 minutes, flipping carefully halfway if your basket browns unevenly. The fish is done when the crust is golden and the fillets flake easily with a fork.
Internal temperature should reach about 145°F (63°C).
Finish and serve: Squeeze fresh lemon over the top, sprinkle with chopped parsley or chives, and serve with extra wedges. Taste and add a pinch of salt if needed.