Just named a state scholar, should I email my colleges to notify them?

If he is bothering you about it, then send the letter. It may not help, but it won’t hurt. You can also add a note letting the admission officer know that you are very interested in the school. This way if you don’t get into a school he can’t say “if you only sent that letter…”. For what its worth, it also shows me that he is very proud of your being named a state scholar and thinks it is a big deal.