Crush the pork rinds into crumbs. I pour them into a gallon bag and roll over them with a rolling pin until nice and crumbly.
Add ¼ teaspoon of cayenne and 1 teaspoon of garlic powder to the gallon bag of pork rind crumbs and shake to combine. Pour the pork rind crumbs onto a plate.
Crack an egg into a bowl and whisk until the white and yolk are combined.
Dip a walleye fillet into the whisked eggs, making sure both sides get coated. Let the excess egg drip off.
Dredge the walleye fillet in pork rind crumbs, making sure to completely coat on both sides.
Spray a bit of cooking spray on the rack in your air fryer to ensure the fillets don’t stick.
Put the walleye fillets on the air fryer rack (IMPORTANT, read notes*). Repeat with the remaining fillets.
Fry at 400 degrees Fahrenheit for around 10 minutes. You can flip halfway through cooking, if desired, though I found I didn't need to.
Serve with lemon wedges.
Notes
*Depending on the size of your air fryer, you may need to fry in batches. I fried two fillets at a time.