Pat the chicken dry and season it with salt and black pepper.
Heat the vegetable oil in a heavy skillet over medium-high heat and cook the thighs for 5 to 7 minutes per side, until browned and 165°F inside.
Whisk the hot sauce, melted butter and vinegar in a clean bowl and turn the cooked chicken in the buffalo sauce.
Toss the celery and cabbage with 1/4 cup blue cheese dressing.
Toast the buns cut-side down in the skillet for 1 minute.
Spread the buns with the remaining dressing and assemble each with 1 buffalo-coated thigh and 1/2 cup celery-cabbage slaw.