Preheat the oven to 400°F (200°C). Place a cooling rack on a baking sheet and spray the rack lightly with cooking spray; set aside.
In a medium bowl, combine the shredded chicken, softened cream cheese, and buffalo sauce until evenly mixed. Fold in the shredded cheddar cheese.
Wrap the tortillas in a clean towel and microwave for about 45 seconds, or until warm and pliable.
Spoon 2 to 3 tablespoons of the chicken mixture into the center of each warmed tortilla. Sprinkle about 1 teaspoon of crumbled blue cheese over the filling.
Roll each tortilla tightly and place seam-side down on the prepared rack-lined baking sheet.
Lightly spray the outside of the rolled taquitos with cooking spray. Bake for 10–15 minutes, or until the tortillas are lightly browned and crisp.
Remove from the oven and serve warm.