Coat a nonstick skillet with cooking spray; add oil. Place over medium-high heat until hot. Add chicken; cook 4 minutes on each side. Transfer to an 11- x 7- x 1 1/2-inch baking dish coated with cooking spray.
Combine hot sauce and next 5 ingredients; pour over chicken. Bake, uncovered, at 400° for 25 minutes. Serve with blue cheese dressing.