In large skillet, heat oil over medium-high heat. Add thawed meatballs; cook, stirring occasionally, until heated through.
Add onions and celery; salt and pepper to taste. Sauté until onions are softened. Stir in wing sauce and blue cheese; toss to coat. Simmer 5 minutes.
Unroll crescent rolls and separate. Place a quarter of cheese on each roll; top with a meatball (reserve sauce; keeping warm). Roll up crescent roll; place, seam-side-down, on a greased large baking sheet.
Bake in a preheated 375°F oven 11-13 minutes or until lightly browned. Serve with reserved buffalo sauce and blue cheese dressing, if desired.
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