I think it's better to create a new wallet that only used for airdrop, so it's safer and makes our main wallet more secure, then of course we will never be afraid to participate in any airdrop, because the wallet we use to join airdrop is a new wallet and not a wallet for storing assets that we have (main wallet).
Although it is an excellent way to reduce the risks, if you also create a new wallet, you need to fill it with some money, and this money that will be paid as a fee can be stolen, so it should be little money that you can afford to lose. Also, I think it is better before you connect any of your wallets to do your research. Yes, it will take some time, but this is the ideal solution to avoid falling victim to scam airdrops. Frankly, I prefer projects with their own network and robust ecosystem because it will likely give the first participants a fantastically profitable airdrop. I made good profits this year from solid airdrops such as Aptos, Space ID, ARB, and Indxcoin, and I see many other opportunities that are still not finished yet. Airdrop hunting is excellent and profitable, but the hunter must have the experience so as not to lose his wallet and waste his time.