Prepare popcorn shrimp according to package directions and toss with the buffalo sauce. Divide the arugula between the 4 rolls and top each with the popcorn shrimp mixture. Top each sandwich with blue cheese and serve. For extra messy sandwiches, drizzle any leftover sauce onto the top of your sandwich before serving. *To make your own buffalo sauce instead, mix together 8 tablespoons melted butter, ½ cup hot sauce, and 1 teaspoon seasoned salt.