In a medium bowl, combine the mayonnaise, blue cheese, celery, vinegar, salt, and pepper in a medium-sized bowl. Cover and refrigerate until ready to serve.
In a deep-fryer or heavy-bottomed pot, heat enough peanut oil to come halfway up the sides of the pot, to 350 degrees F.
In a medium-size bowl, beat the eggs with the hot sauce. Season the chicken with salt and pepper, to taste. Dip the chicken in the egg mixture and then coat in flour. Fry the chicken for 6 to 8 minutes.
Toss the chicken into the blue cheese sauce. Put 1 piece of chicken on the bottom half of each bun. Top with tomato and lettuce, if desired. Cover with the bun tops and serve immediately.