Combine the cream cheese, mayonnaise and blue cheese in a small saucepan. Cook over medium heat until smooth, stirring frequently, about 3 minutes. Set aside to cool slightly, about 5 minutes, and then stir in the celery.
Heat the butter in a large skillet over medium heat until melted. Add the hot dogs and cook until heated through, stirring occasionally, 5 minutes. Stir in the hot sauce and cook until the hot dogs are coated, 1 to 2 minutes. Slice vertically through each potato bun, about halfway through so it resembles a top-split hot dog bun, and place 2 buffalo dogs in each. Top with 1 to 2 teaspoons of the blue cheese sauce, a drizzle of hot sauce (as spicy as you like it), some red onions and crushed blue chips.
Serve the sliders with any extra blue cheese sauce and celery sticks on the side for dipping.