Combine the cream cheese and hot sauce together in a medium bowl until smooth. Add the chicken.
Cut zucchini in half lengthwise; then cut in half to give you 8 pieces. Scoop out the pulp on each piece, leaving a 1/4-inch shell on all sides (save pulp for another use).
Place zucchini skins on a work surface. Spray both sides with olive oil then season both sides with salt, then cut side with garlic powder and paprika.
Cook 350F in batches for 8 minutes, until tender-crisp. Place 3-4 tablespoons buffalo chicken inside each skin and top with 1/2 teaspoon cheese, dividing equally. Cook until cheese is melted, about 2 minutes longer. Serve right away each drizzled with 1/2 tablespoon blue cheese dressing topped with scallions for garnish. Serve hot.