Preheat a 6-quart air fryer to 400°F for 3 minutes. Pierce potatoes with a fork and rub with 1 teaspoon oil and 1/4 teaspoon salt. Air fry for 40 to 50 minutes, turning halfway, until a skewer passes through easily.
Meanwhile, cook bacon in a skillet over medium heat for 7 to 9 minutes until crisp. Drain on a paper towel and set aside.
Cool potatoes for 8 minutes, then cut lengthwise into halves. Scoop out the flesh, leaving a 1/4-inch wall attached to each skin, and reserve the removed flesh for another use.
Brush the inside and outside of the 4 shells with remaining oil and season with remaining salt. Arrange 2 shells hollow-side down in the air fryer at 400°F for 5 minutes, then turn hollow-side up and cook for 4 minutes.
Add one-quarter of the cheddar and cooked bacon to each of the 2 crisp shells. Air fry at 375°F for 2 to 3 minutes until the cheese melts; transfer to plates and repeat the empty-shell crisping and filled finish with the remaining 2 shells, cheddar and bacon.
Transfer to plates and top each skin with 1 tablespoon sour cream. Serve one loaded half per side portion.