Place chicken in a single layer in a large pot and add enough chicken stock to cover; season with paprika, 1 teaspoon salt, and cayenne pepper. Bring stock to a boil, reduce heat to medium, and simmer until chicken is no longer pink in the center, 15 to 20 minutes. Shred chicken.
Bring a large pot of lightly salted water to a boil. Cook lasagna noodles in the boiling water, stirring occasionally until tender yet firm to the bite, about 8 minutes. Drain. Arrange noodles on a sheet of aluminum foil or parchment paper and spray with cooking spray to prevent sticking.
Heat olive oil in a skillet over medium heat; cook and stir celery and onion until just starting to soften, about 5 minutes.
Preheat oven to 350 degrees F (175 degrees C).
Combine onion mixture and shredded chicken in a bowl; add about 1/3 the buffalo wing sauce and blue cheese and mix well.
Mix ricotta cheese, blue cheese dressing, and remaining buffalo wing sauce in a separate bowl; season with salt and cayenne pepper to taste. Stir egg into mixture.
Spread a layer of ricotta mixture in the bottom of a 9x13-inch baking dish; top with a layer of 3 noodles. Spread 1/4 of the remaining ricotta mixture over noodle layer; top with 1/3 the chicken mixture, and 1/4 the mozzarella cheese. Layer 3 lasagna noodles over cheese layer and repeat layering 2 times more ending with a layer of ricotta mixture and mozzarella cheese.
Bake in the preheated oven until cooked through and top is lightly browned, about 45 minutes. Cool lasagna at least 20 minutes before cutting.
