Whatever method you choose DO NOT
try melting through PU foam to create ways. PU foam burns really well, ignites easily and gives off very toxic fumes when ignited - including CO, isocyanates and hydrogen cyanide. It starts to break down chemically at only 470F, a temperature easily reached by a holesaw drilling enthusiastically through sheetrock. I'd guess the ignition temperature will be about 600F. The dust is not nice either.
I once ran some copper pipes through a hole we had bashed through a granite wall here. I decided to fill the void with a can of pu foam before sheetrocking over. Then I had the 'brilliant' idea
of speeding up the cure with a gas torch! The speed and intensity of the resulting blaze was frightening, and if Mrs B had not kept calm and grabbed an extinguisher....
I'd say the only method would be to drill a line of holes slowly
into the sheetrock with a holesaw, at intervals of maybe 8", and pick out a way with one of those breadknife-like rockers saws. Keep the discs and spackle them back in to repair the damage, but it is really difficult to hide the 'bumps'! I slipped a 1" x 4" piece of 1/2" ply through the hole and fixed discs with 2 buglehead screws when running a new satelite coax under polystyrene foam-backed plasterboard. We are still finding the beads!