Combine the margarine, hot sauce, agave nectar, garlic powder, salt, pepper, and smoked paprika in a medium, shallow bowl and stir. Break the Seitan into bite-size pieces and add to the sauce, stirring to coat. Let marinate for 20 minutes.
Preheat oven to 350°F. Line a large baking pan with parchment paper or foil, and coat with a thin layer of vegetable oil. Arrange the marinated Seitan pieces on the pan. Reserve any leftover sauce. Bake for 15 minutes, flip the pieces, and then bake for an additional 15 minutes.
Pour any leftover buffalo sauce over the seitan and serve with celery sticks, carrot sticks, and dipping sauce.