How to Make It
Remove stems from mushroom caps. Finely chop stems; set aside caps. Stir together chopped mushroom stems, cream cheese, jalapeño, salt, and pepper in a small bowl. Stuff about 1 teaspoon mixture into each mushroom cap, rounding the filling to form a smooth ball.
Place panko in a shallow bowl. Place flour in a second shallow bowl, and eggs in a third shallow bowl. Coat mushrooms in flour, dip in egg mixture, and dredge in panko, pressing to adhere. Coat mushrooms well with cooking spray.
Place half of the mushrooms in air fryer basket, and cook at 350°F until golden brown and crispy, about 20 minutes. Transfer cooked mushrooms to a large bowl. Repeat with remaining mushrooms. Drizzle buffalo sauce over mushrooms; toss to coat. Sprinkle with chives.
Stir together buttermilk, yogurt, blue cheese, and cider vinegar in a small bowl. Serve mushroom poppers with blue cheese sauce.