Combine cream cheese, buffalo sauce and chicken for filling, stirring until smooth and set aside.
Combine all of the ingredients for the Blue Cheese Spread and stir well to combine. Set aside.
Slice rolls to open on one side. Spread top and bottom of the rolls with the spread mixture. Fill the inside of the sliders with the filling mixture. Put Gouda cheese on top of the mixture and close sandwich. Place sandwich in a spayed 9×13 baking dish. Repeat with each roll.
For topping melt butter and add the blue cheese and cayenne pepper. Pour the topping over the top of the rolls.
Cover with foil and bake for 13 minutes at 350 degrees F. Take the foil off and bake another 2-3 minutes.