I have read that the pork skins are soaked in water and chilled before dropping them in hot grease. The moisture expands rapidly forming steam and that is what creates the air pockets that make them light and airy.

But that is something I have only read about once. I have no personal experience making them but a bunch of experience eating them. In fact I am crunching on some Mac's salt and pepper flavored right now as an appetizer before supper. One of my favorite brands and flavors.