1 tablespoon vegetable oil
2 pounds boneless, skinless chicken thighs
Kosher salt and freshly ground black pepper
1 tablespoon dark brown sugar
2 teaspoons paprika
1/4 teaspoon cayenne
1 cup hot sauce, such as Frank's Red Hot
12 small rolls, such as Hawaiian or Parker House rolls, buttered and griddled
Ranch dressing, for serving
1 cup blue cheese crumbles
Tomato slices, for serving
Green leaf lettuce, for serving