Season chicken thighs generously with salt + pepper. Air fry at 400°F for 12–16 minutes, flipping halfway, until golden and cooked through.
Heat olive oil in a cast-iron skillet over medium. Add sun-dried tomatoes and let them warm and soften for 1–2 minutes. Pour in whole milk, stirring to bring it to a gentle simmer.
Add the air-fried chicken thighs into the skillet. Spoon the sauce over them. Top with cheese.
Lower heat, cover, and simmer 5–8 minutes until the cheese melts and the sauce thickens slightly.