Preheat your air fryer to 400°F (200°C).
Pat the chicken wings extremely dry with paper towels to ensure the skin becomes crispy.
In a large bowl, toss the wings with avocado oil, lemon zest, black pepper, and sea salt until thoroughly coated.
Arrange the wings in a single layer in the air fryer basket, working in batches if necessary to avoid overcrowding.
Air fry for 20 to 25 minutes, flipping the wings halfway through, until they are golden brown and crispy.
While the wings cook, whisk together the Greek yogurt, lemon juice, dried dill, garlic powder, and onion powder in a small bowl to create the ranch dip.
Serve the hot lemon pepper wings immediately with the chilled ranch dip and fresh celery sticks on the side.