Place chicken in a single layer in a large pot. Add enough chicken stock to cover; season with paprika, 1 teaspoon salt, and cayenne pepper. Bring to a boil, reduce heat to medium, and simmer until chicken is no longer pink in centers, 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; coat with cooking spray to prevent sticking.

Heat olive oil in a skillet over medium heat. Add celery and onion; cook and stir until just starting to soften, about 5 minutes.

Preheat the oven to 350 degrees F (175 degrees C).

Combine shredded chicken and onion mixture in a bowl; add about 1/3 wing sauce and blue cheese. Mix well.

Combine ricotta cheese, blue cheese dressing, and remaining 2/3 wing sauce in a separate bowl; season with salt and cayenne pepper. Stir egg into mixture.

Spread a layer of ricotta mixture in bottom of a 9x13-inch baking dish; top with a layer of 3 noodles. Spread 1/4 remaining ricotta mixture over noodle layer; top with 1/3 chicken mixture, and 1/4 mozzarella cheese. Layer 3 lasagna noodles over top. Repeat layering 2 more times 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 before cutting at least 20 minutes.