Heat closed contact grill or panini maker 5 minutes.
Meanwhile, in medium microwavable bowl, mix chicken and wing sauce. Cover; microwave on High 2 to 3 minutes or until hot.
On cutting board, carefully unroll dough. Cut into 8 rectangles. Place 2 rectangles on grill; close grill. Cook 1 to 2 minutes or until lightly browned. Remove from grill. Repeat with remaining rectangles.
Spoon about 1/2 cup chicken mixture onto each of 4 rectangles; sprinkle each with about 1 1/2 tablespoons blue cheese. Top with remaining rectangles.
Place 2 sandwiches on grill; close grill. Cook about 2 minutes or until golden brown. Repeat with remaining sandwiches. Serve with dressing.