Prep the zucchini. Trim off the stem ends from the zucchini and cut them in half, lengthwise. Use a small spoon to scoop the flesh and seeds out from the center.
Leave a thinner shell, about 1/4 inch, we will not need the zucchini pulp and leave it for other time. Set aside.
In a large bowl combine cream cheese and hot sauce together. Mix it until smooth and creamy. You can use an electric handheld mixer on a low-speed setting. Add the cooked shredded chicken and set aside.
Spray the zucchini halves on both sides with cooking oil. I like to use avocado oil spray for a neutral flavor. Season with salt and black pepper, garlic powder, and paprika.
Preheat the air fryer to 350 degrees Fahrenheit. Air fry the zucchini halves for 7 minutes and until crispy.
Carefully stuff each zucchini with buffalo chicken filling and top with cheddar cheese.
Air fry for 2-3 minutes or until cheese is melted. Serve right away with ranch dressing or blue cheese sauce topped with scallions for garnish.