Preheat a 6-quart air fryer to 400°F for 3 minutes. Pierce potatoes; rub with oil and 1/4 teaspoon salt. Cook 40 to 50 minutes, turning halfway, until very tender throughout.
Cool 8 minutes; halve lengthwise. Scoop flesh into a bowl, leaving 1/4-inch walls attached to skins. Gently mash warm flesh with butter and milk.
Fold in squeezed spinach, ricotta, half feta, remaining salt, and pepper. Divide among 4 shells, gently mounding; top with remaining feta.
Reduce air fryer to 375°F. Cook 2 halves 8 to 10 minutes until filling is hot throughout and ridges lightly golden.
Carefully transfer to plates; repeat remaining 2 halves. Serve one half per side portion, refreshing first pair in empty basket 1 minute if needed.