Bring the oil to med-high heat in a large skillet or saute pan. Add the chicken breasts to the hot oil in a single layer and cook for 2-3 minutes on one side. Flip them over, and then continue to cook for 2-3 minutes on the other side. Add the Buffalo sauce to the pan and wait until it bubbles (should happen almost immediately). Lower the heat to simmer and cover the pan. Simmer for about 15-20 minutes (depending on the thickness of your chicken breasts) until the chicken is fully cooked through.

Remove the cooked breasts to a cutting board and shred them using two forks. Return the shredded chicken to the pan with the sauce and stir to coat. Cook for another 3-5 minutes uncovered until the sauce thickens and mostly absorbs into the chicken. Transfer the chicken and sauce to a mixing bowl and add the coleslaw mix, blue cheese dressing and Greek yogurt. Stir to combine.

Preheat the oven to 425 degrees. Line a baking sheet with parchment paper and mist with cooking spray. Set aside.

Pour some water into a small dish and set aside. On a clean, flat surface, place an egg roll wrapper, corner facing toward you (like a diamond) and put ¼ cup of the chicken mixture on the center of the wrapper. Spread the mixture in a horizontal line from the left corner to the right corner of the wonton wrapper, leaving ½ inch or so of space on each side. Fold the bottom corner closest to you up over the ingredients and give it a 90 degree roll. Fold the side corners in and tuck them as you give the filled section another 90 degree roll. Dip your finger in the dish or reserved water and lightly wet the edges of the remaining top corner of the wrapper. Finish rolling the filled egg roll over the wet corner so that it adheres. Place wrapped egg roll onto the prepared baking sheet. Repeat with remaining ingredients.

When all the egg rolls are put together and on the baking sheet(s), mist the tops of them with cooking spray. Bake for 7 minutes, flip each of the egg rolls over, and bake for an additional 7-8 minutes until the wrappers are golden.