Preheat the oven to 400 degrees F. Heat a 12-inch ovenproof skillet over medium-high heat. Add the vegetable oil. Sprinkle both sides of the chicken with salt, black pepper, the brown sugar, paprika and cayenne. Add the chicken to the skillet and sear until golden on both sides, about 4 minutes.
Add the hot sauce to the skillet and bring to a simmer, then place in the oven to cook until an instant-read thermometer inserted into the chicken registers 160 degrees F, 12 to 15 minutes. Let the chicken cool in the skillet, then pull the meat with your fingers. Adjust the seasoning if necessary.
Preheat the broiler. Transfer the skillet to the broiler and cook until crispy and caramelized on top, about 4 minutes.
For the sandwich build: Place some chicken on the roll bottoms and top with ranch dressing, blue cheese crumbles, tomato and lettuce. Close with the roll tops.