In a small bowl, whisk the buttermilk, hot sauce, honey, cumin, garlic, lime juice and sprinkle with salt and pepper. Place the chicken into a re-sealable bag and pour the buttermilk marinade over. Marinate in the fridge, at least 2 hours and up to overnight.
Heat a grill or grill pan to medium-high heat. Remove the chicken from the marinade and sprinkle with salt and pepper. Grill the chicken until cooked through and 165 degrees F, about 5 minutes. Remove from the heat.
Place the cheese on the bottom of each roll, then top with 2 chicken thighs, lettuce and a dollop of Cajun Ranch Dressing.
In a medium bowl, combine the mayonnaise, buttermilk, hot sauce, lemon juice, blackening seasoning, mustard, salt and cayenne. Fold in the scallions, celery, red peppers and garlic with the mayonnaise mixture.