Take three shallow dishes or bowls. In one add the flour, in the second, beat together the egg and 1 tablespoon hot sauce, and in the third, add the panko. Season all three with salt and pepper and stir to combine.
Working with one piece at a time, coat the chicken in the flour, then the egg mixture, and then the panko, and set on a parchment paper-lined plate for a few minutes while you heat up the pan.
Set a large skillet over medium heat and add enough oil to form a thin layer.
Cook the chicken until browned and cooked through, about 3-5 minutes per side depending on thickness. Set on a cooling rack when done.
In a small bowl, combine the blue cheese and sour cream and mix well. Season to taste with salt and pepper.
Now assemble the sandwiches. Spread a generous amount of the blue cheese mixture on each roll and follow with lettuce, if using. Top with a piece of chicken and coat with buffalo sauce. Serve immediately.