Preheat an air fryer to 350 degrees F (180 degrees C).
Place bread crumbs and oil into a shallow bowl; stir until mixture becomes loose and crumbly.
Dip fish fillets into egg; shake off any excess. Dip fillets into bread crumb mixture; coat evenly and fully.
Lay coated fillets gently in the air fryer basket; cook in the preheated air fryer until fish flakes easily with a fork, about 12 minutes. Garnish with lemon slices; serve.