Spray an air-fryer basket with cooking spray. Place bacon in basket and cook at 350°, flipping halfway through, until cooked through and crisp, about 5 minutes. Transfer bacon to a cutting board. Let cool slightly, then finely chop.
Meanwhile, cut zucchini in half lengthwise, then in half crosswise. Using a teaspoon, scoop out seeds, creating 8 boats with roughly ¼"-thick sides and bottoms. Lightly spray zucchini with cooking spray; season with ¼ teaspoon salt and ¼ teaspoon pepper.
Working in batches if necessary, in air-fryer basket, arrange zucchini cut side up in a single layer, spacing about ⅛" apart. Cook at 400° until just tender and starting to turn golden in spots, about 7 minutes.
Remove air-fryer basket and carefully (basket will be hot) fill zucchini with cheese. Return to air fryer and continue to cook at 400° until cheese is bubbly and golden, 1 to 2 minutes more.
Meanwhile, in a medium bowl, mash avocado with a fork. Stir in tomatoes, onion, lime juice, cilantro, 2 teaspoons jalapeño, and remaining ¼ teaspoon salt.
Arrange zucchini boats on a platter. Spoon guacamole into zucchini boats. Top with bacon, more cilantro, and remaining jalapeño.
