In a mixing bowl, combine shredded chicken and Buffalo sauce until well coated.
Stir in cream cheese and shredded cheddar until evenly mixed.
Lay one tortilla flat on a clean surface and place a generous spoonful of the chicken mixture at one end.
Roll the tortilla tightly from the filling end and tuck in the sides as you go to form a secure egg roll.
Repeat the rolling process with remaining tortillas and filling.
Heat the oil in a deep frying pan or pot to 350°F (175°C).
Carefully add a few egg rolls at a time, frying until golden brown all around (about 4-5 minutes).
Remove fried egg rolls and place them on paper towels to drain excess oil.
Spray or brush lightly with cooking spray to enhance crispiness, if desired.
Serve hot with blue cheese or ranch dressing for dipping.