Frozen French fries are certainly a convenient food product, an item that can be quickly prepared by a quick fry, baked, or air-fried. Your hands may feel oily after handling frozen fries because they have already gone through some processing: typically a hot-water blanch followed by a brief blanch in vegetable oil and then individually quick-frozen (IQF). S, after handling you indeed may detect a slight oil residue which is normal and your hands can easily be washed clean.