Heat oven to 450. Coat bottom of a baking dish with oil.
In a large bowl, combine ground chicken, bread crumbs, carrot, celery, egg, and 2 tablespoons buffalo sauce; mix until just incorporated. Firmly roll the mixture into 12 balls, about 2 inches each; place in prepared dish.
Bake 15 minutes, or until lightly browned and cooked through.
Transfer meatballs to slow cooker. Pour remaining 1 cup buffalo sauce on top. Cover and cook on low 8 to 10 hours.
Keep warm until ready to eat.
Combine the blue cheese and yogurt in a small dish. Use the back of a spoon to mash it into a smooth paste. To serve, spread cut rolls with blue cheese spread. Top with meatballs. Spoon on additional sauce from bottom of slow cooker, as desired.