use state + traverse

gistfile1.txt

scala> import scalaz._
import scalaz._

scala> import Scalaz._
import Scalaz._

scala> case class FooState(partialResult: List[Int], result: List[List[Int]]) {
     |   def newPartial(n:Int) = FooState(n::partialResult, result)
     |   def newResult = FooState(List(), partialResult.reverse :: result)
     | }
defined class FooState

scala> def nextFooState(n: Option[Int]) = modify( (s:FooState) => n match {
     |   case None => s.newResult
     |   case Some(nn) => s.newPartial(nn)
     | })
nextFooState: (n: Option[Int])scalaz.package.State[FooState,FooState]

scala> def chunks(l: List[Option[Int]]) : List[List[Int]] = {
     |   val initialState = FooState(List(),List())
     |   val finalState = l.traverseS(nextFooState).exec(initialState).newResult
     |   finalState.result.reverse
     | }
chunks: (l: List[Option[Int]])List[List[Int]]

scala> chunks(List(Some(1), Some(2), None, Some(3), Some(4), Some(5), None, Some(6),Some(7)))
res0: List[List[Int]] = List(List(1, 2), List(3, 4, 5), List(6, 7))