Line a rimmed baking sheet with parchment paper or foil. Set aside. Preheat oven to 350 degrees F. In a bowl, combine ground chicken, egg, bread crumbs, hot sauce, kosher salt, pepper and blue cheese. It's easiest to do this with your hands. Using a cookie scoop, portion out 18 even meatballs. Place on prepared baking sheet. Bake for 15 to 20 minutes, until cooked through.
Meanwhile, combine the hot sauce and dressing of choice together in a small saucepan. Simmer for 5 to 10 minutes, until slightly thickened. Place meatballs in saucepan and gently toss until coated.