Stir together chicken and hot sauce. Place egg roll wrappers onto a work surface with 1 corner pointing toward you (like a diamond). Spoon 1 Tbsp. each shredded coleslaw mix (without dressing), chicken mixture, and crumbled blue cheese in centers of wrappers. Fold bottom corners of wrappers over filling. Fold in left and right corners. Moisten top corners with lightly beaten egg white; tightly roll up. Pour canola oil to depth of 3 inches into a heavy Dutch oven; heat to 350°. Fry rolls, in 2 batches, 3 minutes; drain. Serve with blue cheese dressing.