Pour Panko into a shallow dish and toss with 3/4 teaspoons salt and 1/4 teaspoons pepper.
Trim off any exposed tendon ends from the wide tips of the chicken tenders, if necessary.
In a medium bowl, whisk 1/4 cup of mayo with the hot sauce, cayenne, and 1/8 teaspoons salt. Add the chicken and toss with your hands to coat well. Coat each tender in the panko and arrange in a single layer on a heavy-duty rimmed baking sheet. Refrigerate while you heat the broiler and make the sauce.
Position oven rack 6 inches from the broiler element and heat the broiler on high for at least 10 minutes.
Meanwhile, combine the remaining mayonnaise with the blue cheese, sour cream, milk, 1/2 tsp salt, and a few grinds of pepper in a medium bowl. Whisk until well combined and only small bits of cheese remain intact.
Broil the tenders, flipping once, until they are crisp and golden brown in spots on the outside and cooked through, 4-6 minutes per side. Rotate the pan as needed for even browning. Transfer the tenders to a platter and serve with the dipping sauce.