Cut the potato in half lengthwise, then into 1/4-inch slices. Cut the slices into 1/4-inch sticks. Put the fries in the prepared bowl of cold water. Set aside for 15 minutes. Drain and pat well with a towel to dry.

Place the dry fries in a medium bowl and spritz with more nonstick cooking spray. Season with paprika, salt, and pepper. Toss to combine. Working in batches, if necessary, put the fries in an even layer in the air fryer basket with no overlapping and cook, shaking them and turning them halfway through, until golden brown and crisp, 14 to 16 minutes total cooking time.

Meanwhile, combine the feta, lemon zest, garlic, and parsley in large bowl. Once the fries have cooked, tip the fries into the feta mixture. Toss to coat. Taste and adjust for seasoning with salt and pepper. Serve immediately.