Preheat the air fryer to 350°F (175°C).
Brush the potatoes with olive oil and season with salt and pepper.
Air fry until the potatoes are tender and golden brown, about 40 minutes.
Let them cool for 5 minutes.
Halve the potatoes lengthwise and scoop out the flesh, leaving a ⅛-inch-thick shell of potato and skin.
In a small bowl, combine the air-fried onions, Worcestershire sauce, sherry vinegar, chopped thyme, salt, and pepper.
Divide the mixture among the potato shells.
Top the filled potato skins evenly with grated Gruyère cheese.
Place the filled potato skins in the air fryer and cook at 375°F (190°C) until the cheese is melted and the filling is warmed through, about 8 to 10 minutes.