In a medium bowl, beat the softened cream cheese with 1/4 cup Frank's hot sauce until smooth, then fold in the shredded chicken until evenly coated.
Cut each zucchini in half lengthwise, then cut each half in half again to make 8 pieces; use a spoon to scoop out the pulp, leaving a 1/4-inch-thick shell.
Spray both sides of the zucchini skins lightly with olive oil spray and season with 1/2 teaspoon salt; sprinkle the cut sides with garlic powder and paprika.
Preheat the air fryer to 350°F (180°C) if your model requires preheating.
Place zucchini skins in the air fryer basket in a single layer (work in batches if needed) and cook at 350°F for 8 minutes, until tender-crisp.
Spoon about 3–4 tablespoons of the buffalo chicken mixture into each cooked zucchini skin, then sprinkle each with about 1/2 teaspoon crumbled blue cheese.
Return filled zucchini skins to the air fryer and cook about 2 more minutes, until the cheese melts and the filling is warmed through.
Drizzle each zucchini skin with about 1/2 tablespoon light blue cheese or ranch dressing and sprinkle with chopped scallions, then serve immediately.