Add the cornmeal, lemon zest, thyme, garlic powder, paprika, salt and pepper to a large, shallow bowl. Mix to blend evenly and set aside.
Add the flour to a second large, shallow bowl, and the egg to a third.
Sprinkle the chicken breasts lightly with salt and pepper, and one at a time, coat them with the flour lightly and evenly. Then dip them into the egg, being sure they’re well coated. Now place each breast on top of the cornmeal mixture and gently press down so that it adheres to it, and do the same thing on the other side, and edges.
Line the bottom of the air fryer with foil and lightly spray the rack with olive oil. Place the coated chicken on the rack and then spray the top surface of each one with the olive oil.
Air fry at 400°F for about 20 minutes (I used the Preset Chicken setting on my GoWISE basket air fryer), or at 430°F for about 25 minutes in the larger GoWISE air fryer. If you're using a different air fryer, start checking a few minutes early, since models vary.
The chicken is done when it's cooked through, with no pink in the thickest part. If you use an instant-read thermometer, remove it at 160°F (insert it sideways into the thickest part of the breast). Let it rest for about 5 minutes; carryover cooking will bring it to about 165°F.
Let the air fryer cool down and wait for the indicator that it’s ready to open.
Serve!