Preheat the Air Fryer: Set your air fryer to 390°F (200°C) and allow it to heat up.
Cook the Fish Fingers: Place the fish fingers in the air fryer basket in a single layer and cook for 12 minutes, until they are golden and crispy.
Prepare the Dill Mayonnaise: While the fish fingers are cooking, in a small bowl, combine the mayonnaise, sour cream, dill, lemon juice, salt, and pepper. Stir until smooth and well combined.
Prepare the Cucumbers: Slice the pickled cucumbers lengthwise into quarters, ready to serve.
Serve: Once the fish fingers are cooked, let them sit for a minute before carefully removing them with a spatula to prevent sticking. Serve immediately with the dill mayonnaise and sliced cucumbers.