In a bowl, combine the shredded chicken, cream cheese, hot sauce, finely diced onion, and crumbled blue cheese. Microwave the mixture for 30-45 seconds, stirring halfway through, until the cream cheese is fully melted and the filling is warm and well combined. The filling should be spreadable but still hold together when spooned.
Lay out all 8 bread slices on a clean work surface. On 4 slices, place one cheese slice on each, then divide the warm buffalo chicken filling from Step 1 evenly among these 4 slices, spreading it over the cheese. Top each with another cheese slice, then crown with the remaining 4 bread slices to create sandwiches. I like to press down gently on each sandwich so the filling stays contained during cooking.
Lightly coat the outside of each sandwich with cooking spray on both sides. Heat a skillet over medium-high heat and place the sandwiches in batches if needed, cooking for 2 1/2 to 3 minutes until the bread is golden brown and crispy. Carefully flip each sandwich and cook for another 1 1/2 to 2 minutes until the second side is equally golden. The cheese inside should be melted and the bread should have a nice grilled exterior. I find that starting with medium-high heat and not moving the sandwiches too early gives you that perfect golden crust without burning.
Transfer the toasted sandwiches to a cutting board or serving plate. Carefully slice each sandwich diagonally if desired, then top with fresh lettuce leaves and tomato slices. Serve immediately while the sandwiches are still hot and the cheese is melted, so the contrast between the warm, creamy filling and the crisp fresh vegetables is at its best.