airy bread rolls done in bread machine
Airiness, whether with big holes or little holes, occurs when the proof is near complete.  That is, the yeast has stretched the gluten very close to its maximal length without going beyond.  All other things being equal, the key to airiness is knowing when the bread has risen fully, and then to put it immediately into a very very hot oven.  This applies to kaiser rolls, panned loaves, baguettes, ciabatta, pizza, artisan, sandwich, you name it (and especially shaped things like challah).  It doesn't matter if you knead in a bread machine or not, though some machines will change the dough temperature, which will speed up a first rise.

So how much rise is enough rise?

Some recipes give a particular number of hours.  If you aren't in possession of a temperature-controlled proving box, don't go by time.  Watch the dough, not the clock.  A small temperature difference between your kitchen and the one in which the recipe was developed will change the speed of fermentation dramatically.  Other recipes say to do a second rise until the dough has 'doubled in bulk' but with unpanned loaves that's difficult to judge visually, short of doing something clever with water in a plastic bag...

For all my bread I use the poke test to judge how far the proof has gone: flour the surface of the dough, then sink a fingertip into the dough.  You want it to have enough bounce left to still rise in the oven, but you don't want it so stretched that it's started collapsing before your eyes.

Another tip: preheat the oven if you think the bread might be nearly done proving.  If it's not, the oven will wait, but a dough on its way to overproofing is inexorable!