Preheat the oven to 400°F (204°C). Pierce each sweet potato a few times with a fork, place them on a foil-lined baking sheet and roast until tender when pierced, about 45–55 minutes depending on size.
While the potatoes roast, toss the shredded chicken with the buffalo sauce in a bowl until evenly coated. Set aside to let the flavors marry; if you prefer a warmer filling, heat the sauced chicken briefly in a skillet over medium heat for 2–3 minutes then remove from heat.
When the potatoes are done, transfer them to a cutting board and let cool for about 8–10 minutes so they’re easier to handle. Reduce oven temperature to 375°F (190°C).
Cut each potato lengthwise and scoop the flesh into a bowl, leaving a thin 1/4-inch shell. Add the butter, softened cream cheese, Greek yogurt, garlic powder, smoked paprika, and half of the cheddar. Mash and fold everything together until smooth-ish but still a touch rustic; season with salt and pepper to taste.
Stir the buffalo-coated chicken into the mashed sweet potato mixture until combined. Spoon the filling back into the reserved skins, dividing it evenly among the four halves (you should have 8 halves). Sprinkle the remaining cheddar over the top.
Place the filled skins back on the baking sheet and bake at 375°F (190°C) until heated through and the cheese is melted, about 10–12 minutes. For a golden top, switch to broil for 1–2 minutes—watch closely so it doesn’t burn.
Remove from the oven and garnish with blue cheese crumbles and sliced scallions. Serve hot with extra buffalo sauce or ranch on the side for drizzling.