Preheat the air fryer to 350°F.
Clean mushrooms with damp paper towels, a soft vegetable brush or a damp microfiber cloth. Do not rinse under water, as the mushrooms will soak up too much water and become soggy.
Remove the stems from the caps. Set the caps aside for now. Chop about half to ¾ of the stems into a fine dice. You can do this with a knife or a vegetable chopper, which is my preference.
Add the chopped mushroom stems into a medium bowl. Next add the cheddar cheese, green onions, bread crumbs, butter, Worcestershire sauce, Italian seasoning, garlic powder, salt and pepper, and a couple-few dashes of your favorite hot sauce. I use Tabasco in these.
Mix the filling ingredients thoroughly until well blended. If the mixture is a little dry and not sticking together, add a little extra melted butter, or chicken broth or water. You want it to clump together so it stays inside of the mushroom caps.
With a small spoon, fill each mushroom cap with a heaping spoonful of the stuffing mixture. I try to load each one up as much as possible.
I like to use a paper liner in my air fryer basket, but if you don't have this, spray the basket with a little bit of cooking spray. Lay the stuffed mushroom caps in a single layer in the air fryer basket. Sprinkle the tops with paprika.
Cook in the air fryer for about 6-7 minutes if the mushrooms are on the smaller side, or about 10-12 minutes if they are on the larger side.