Grill sausages according to package directions until fully cooked. (Or cook stove-top, following package directions.)
In medium bowl, combine sour cream and wing sauce; set aside. To assemble, place sausage in bun and drizzle with sour cream sauce. Sprinkle with celery and blue cheese; serve immediately.
*There are many flavors of chicken sausage available, and any variety will work for this dish.