Preheat a 6-quart air fryer to 400°F for 3 minutes. Pierce potatoes with a fork and rub with oil and 1/4 teaspoon salt. Air fry for 40 to 50 minutes, turning halfway, until very tender throughout.
Cool for 8 minutes, then halve lengthwise and scoop flesh into a bowl, leaving a 1/4-inch potato wall attached to each skin. Mash the warm flesh gently with butter and milk.
Fold in squeezed spinach, ricotta, half the feta, remaining salt and pepper. Divide the mixture among the 4 shells, mounding it gently, and scatter remaining feta over the filling.
Lower the air fryer to 375°F. Arrange 2 filled halves in the basket and cook for 8 to 10 minutes until the filling is hot throughout and the top ridges are lightly golden.
Transfer carefully to plates and repeat with the remaining 2 halves. Serve one filled half per side portion, refreshing the first pair in the empty basket for 1 minute if needed.