Preheat an air fryer to 400°F. Place ¼ cup flour in a shallow dish and set aside.
In a medium mixing bowl, combine the remaining 1 cup flour and salt. Add the egg yolk and club soda, whisking with a fork until the batter is of the consistency of heavy cream; it shouldn't be totally smooth.
Pat the fish dry with paper towels. Transfer to the bowl with the flour and toss to coat, shaking off any excess.
Spray the basket of the air fryer with some cooking spray. Drop half the fish into the batter, turning to coat; arrange in the air fryer basket.
Air-fry until golden brown and cooked through, about 8 minutes, turning them after 4 minutes.
When ready, remove the nuggets from the air fryer and keep warm under aluminum foil. Repeat steps 4 & 5 for the remaining nuggets.
While the second batch of nuggets cooks, stir together the mayonnaise, gherkins, dill, and a pinch of salt in a small serving bowl; set the tartar sauce aside.
When ready to serve, season the nuggets with some salt. Serve with lemon wedges and tartar sauce on the side.