Preheat oven to 400 degrees then line a rimmed baking sheet with parchment paper and spray lightly with cooking spray. In a medium-sized mixing bowl, stir together shredded chicken, melted butter and pepper sauce until well combined. Add shredded cheese then stir until combined.

On a lightly floured surface, roll out French bread dough by finding the seam. Carefully start unrolling along the seam until all of the dough is flat. Shape the dough to approximately 10" x 15" and cut into six 5" squares.

Shape about ¼–⅓ cup of chicken mixture into a 3" long cylinder using your hands then place in center of each square. Brush outside edges of the dough with beaten egg then fold as you would an eggroll or burrito, making sure to seal the edges. Repeat with remaining dough to make 12 rolls.

When all rolls are formed, brush each one thoroughly with remaining beaten egg. Make a small slit in the top of each roll to allow steam to escape and bake 35-40 minutes or until golden brown.

Remove from oven, let rest for 10 minutes or until cool enough to handle. Serve with blue cheese or ranch on the side for dipping.