I don't have an air fryer- I looked at the B & D multi-function one that Vrai just listed, but I'm still not ready to part with the counter space that one would need. ( know - I could get rid of the toaster I currently have, but I don't have anything else but my Keurig and I don't want to get rid of that!
I think a multi-function appliance like Vria's would be a VERY good appliance for Thing1 to learn to use, though, because he does not cook* on the stove, just in the micro, so I'm thinking of possibly getting an even smaller one to start with. (just not yet!)
However, I used to have a GF grill and it seems that would be a lot messier and a pain to clean up than the air fryer. Have you tried to cook those items in that, yet?
(*there are many reasons for this: while he's very intelligent about and can manage a great many tasks, cooking on a stove and/or using the oven is not one that we've tackled. Not even an electric skillet. It's probably ME that is not willing to let him progress to using the gas stove, yet, much less while I'm away. He has no interest in it, either, so there's that.)