Preheat oven to 400 degrees F.
Spray a baking sheet with nonstick cooking spray. In a medium bowl, combine hot sauce, oil, and chili powder. Add frozen pierogis. Toss until well coated. Arrange on prepared baking sheet. Bake until golden and crisp, about 20 minutes, turning after 10 minutes. Serve with blue cheese salad dressing and celery sticks, if desired.