Preheat the oven to 450°F Drizzle the vegetable or olive oil into a 9×13-inch baking dish and use your hand to evenly coat the entire surface. Set aside.
Combine the butter and hot sauce in a small saucepan, and cook over low heat, whisking until the butter is melted and fully incorporated. Remove from the heat and allow the mixture to cool for 10 minutes.
Combine the hot sauce mixture, ground chicken, egg, celery, bread crumbs and salt in a large mixing bowl and mix by hand until thoroughly incorporated.
Roll the mixture into round, 3/4-inch balls, making sure to pack the meat firmly. Place the balls in the prepared baking dish, being careful to line them up snugly and in even rows vertically and horizontally to form a grid. The meatballs should be touching one another.
Roast for 15 to 20 minutes or until the meatballs are firm and cooked through. A meat thermometer inserted into the center of a meatball should read 165°F.
Allow the meatballs to cool for 5 minutes in the baking dish before serving.
In the meantime, to prepare the blue cheese dressing, place the sour cream, blue cheese, milk, mayonnaise, salt and vinegar in a medium bowl and whisk thoroughly until completely combined. Taste and adjust the seasoning, if desired.
Serve meatballs with dressing on the side.