Season the chicken thighs evenly with the black pepper.
Set up three shallow bowls for breading: place the flour in the first, the beaten egg in the second, and the breadcrumbs in the third.
Dredge each chicken thigh in the flour, shaking off any excess, then dip into the egg, and finally press firmly into the breadcrumbs to ensure a thorough coating.
Heat the olive oil in a large skillet over medium heat and cook the chicken until golden brown and cooked through, reaching an internal temperature of 165 degrees.
Transfer the cooked chicken to a mixing bowl, pour the hot sauce over the top, and toss gently to coat.
In a separate medium bowl, combine the sliced celery, carrots, blue cheese, and sour cream, stirring until the vegetables are lightly coated.
Assemble the sandwiches by placing a chicken thigh on each toasted bun and topping with a generous portion of the celery and carrot slaw.