Season the shredded chicken with salt and pepper and combine with buffalo sauce, yogurt, green onion, and nutritional yeast. Stir until fully incorporated.
Add a fourth of the filling to the center of each coconut wrap, being careful not to overfill. Roll the wrap by folding up the bottom edge about a third of the way, then folding in the two corners, and rolling the egg roll tightly. Add a dab of water to the edge of the egg roll to seal. Repeat with each of the 4 coconut wraps.
Transfer to the air fryer basket and spray with avocado oil. Set the air fryer to 270 F and cook for 4 minutes. Add an extra minute if you prefer your egg rolls crispier.
Carefully remove from the air fryer and serve topped with green onion and with ranch on the side.