Yes, remove props, but of course you won't be starting the motors anyway.
You can leave the arms folded too, just take the gimbal clamp / cover off as usual, fire it up and connect to Go4 and usual viewing device, and film / photograph away.
Very good steady video even when walking rough terrain.
The hardest thing is holding the quad and operating things . . . I don't often film without flying, but just maybe snap off a photo here and there holding onto it.
A neck lanyard helps at least while walking and videoing.
I'm not sure if there is one avaialble for the Air, but the MP and MPP had / have a special frame available to hold the quad while filming, just like a handle . . . hang on . . .
This . . .
Katana | Mavic Pro/Platinum
Another fellow made his own
(But for $50 I think it's a no brainer to buy a decent one without all the fuss.)
Maybe search a bit and see if there is an Air one is out yet.