Heat oven to 375°F. In 10-inch skillet, heat 2 teaspoons of the oil over medium-high heat until hot. Cook and stir chicken in oil 3 to 5 minutes or until chicken is no longer pink in center. Remove from heat; place chicken on cutting board. Using a fork, pull chicken into shreds; return to skillet. Stir in sauce and celery.
Meanwhile on cutting board, unroll dough and separate into 8 triangles. From center of 1 longest side to opposite point, cut each triangle in half, making 16 triangles. Place rounded tablespoonful chicken mixture on center of each triangle. Bring corners to center over filling, overlapping ends; press gently to seal. Place on ungreased cookie sheets. Brush each lightly with remaining 1 teaspoon oil. Sprinkle with parsley.
Bake 10 to 13 minutes or until golden brown. Serve warm with blue cheese dressing for dipping.