Heat oven to 375°F. Separate dough into 4 rectangles. Onto ungreased cookie sheet, place 2 rectangles, short ends together, forming 14x5-inch rectangle. Firmly press perforations and center seam to seal.
In medium bowl, mix chicken and sauce. Spoon chicken mixture lengthwise in 4-inch strip down center of dough to within 1/4 inch of edges. Top with mozzarella cheese, blue cheese and bell pepper. Press remaining 2 rectangles to 7x5 inches, firmly pressing perforations to seal. Place each rectangle over bell pepper, pinching center seam to seal.
Bake 18 to 22 minutes or until deep golden brown. Cut into slices. Serve warm.