Preheat the air fryer to 400F. Spread the frozen fries in a single layer, working in batches if needed. Air fry for 14-16 minutes, shaking the basket every 5 minutes, until golden and extra crispy.
While the fries cook, heat the chili in a small saucepan over medium heat until warmed through and simmering.
Transfer the crispy fries to an oven-safe dish or air fryer-safe pan that fits inside your basket. Top with an even layer of hot chili and sprinkle the shredded cheddar cheese all over the top.
Return the loaded fries to the air fryer at 370F and cook for 2-3 minutes until the cheese is fully melted and bubbly.
Top with dollops of sour cream, sliced green onions, and pickled jalapenos. Serve immediately while everything is hot and gooey.