Spray a 9X13 inch baking dish with nonstick cooking spray; set aside. Preheat the oven to 350°F (177°C).
Heat vegetable oil (2 tablespoons) in a Dutch oven. Cook the chicken (1 1/2 pounds), celery (2 stalks), onion (1 cup), and carrot (1 large) over medium heat, until there's no longer any pink in the chicken and the veggies are soft. Stir in the garlic (4 cloves) and cook until it becomes fragrant about 1 minute. Add undrained tomatoes (1 can), Frank's hot sauce (3/4 cup), water (1/4 cup), salt (1/4 teaspoon), pepper (1/4 teaspoon), and Italian seasoning (2 teaspoons) and bring to a boil. Reduce heat, cover, and simmer for 20 minutes, stirring occasionally.
Meanwhile, while the sauce is cooking, prepare the lasagna noodles (9) according to the package instructions. Drain the noodles.
In a small bowl, combine the ricotta cheese (1 container), 3/4 cup blue cheese, 2 cups mozzarella, and egg.
Spread 1/2 cup of the sauce on the bottom of the pan. Layer 3 noodles, 1/3 of the sauce, and 1/3 of the cheese mixture, in the baking dish. Repeat twice with the remaining layers. Sprinkle top with remaining 2 cups mozzarella cheese. Cover tightly with aluminum foil and bake in the preheated oven for 20 minutes. Uncover and continue to cook for 20-25 minutes or until bubbly and center is hot. Remove from oven and immediately sprinkle top with remaining 3/4 cups blue cheese. Allow to stand for 10 minutes. Serve.