Gently clean mushrooms with a damp cloth. Remove and discard stems.

Mince scallions, separating white and green parts.

Preheat an air fryer to 360 degrees F (182 degrees C).

Mix cream cheese, Cheddar cheese, scallion whites, paprika, and salt together in a small bowl. Stuff mixture into mushrooms, pressing gently with the back of a small spoon to fill each cavity.

Spray the air fryer basket with cooking spray and set mushrooms inside without overcrowding; you may need to work in batches.

Air-fry mushrooms until filling is lightly browned, about 8 minutes. Transfer to a serving plate.

Sprinkle mushrooms with scallion greens. Let cool for 5 minutes before serving.