Preheat your air fryer to 400 degrees, spraying the mesh basket with cooking spray.
Pat the cod as dry as you can with a paper towel and season well with salt. Place the flour in a large, rimmed plate. Place the eggs into a large bowl, beating them well. Then, place the panko and all the rest of the fish ingredients onto a large rimmed plate and stir until mixed well.
Using one hand, coat one of the cod pieces on the flour and then right into the egg mixture. Make sure the fish is coated in the egg, but not dripping. Then place it into the panko. Using your other (dry) hand, coat the fish in the panko all over evenly and place into the air fryer basket. Repeat with all the pieces, leaving a little bit of space between them in the basket. You may need to two batches depending on the size of your air fryer.
Spray the tops with cooking spray (I used an olive oil spray) and cook until golden brown, about 10 minutes. Gently flip and cook another 8-10 minutes. Finally, if the underside of your fish has lost some crisp, you can flip it once more and cook an additional 2-3 minutes.
While the fish cooks, stir all the dip ingredients together and season to taste with salt.
Serve the fish with the dip immediately and DEVOUR!