Preheat the oven to 400°F. Spray a baking sheet with nonstick spray (line it with foil first if tyou like), or line the baking sheet with parchment paper.
Combine the ground chicken, bread crumbs, egg, 2 tablespoons scallions, salt and cayenne in a bowl until well blended.
Roll the mixture into about 50 meatballs, about 1-inch in diameter. Bake the meatballs for 5 minutes until they have firmed up. Carefully transfer them to the slow cooker.
While the meatballs are baking, combine the hot sauce, unsalted butter, and Worcestershire sauce in a bowl. Once the meatballs are in the slow cooker, pour the sauce over the meatballs, then cook on low for 2 hours.
Transfer to a serving dish, if desired, or serve them right from the pot. Sprinkle over the remaining 2 tablespoons minced scallions and serve with the blue cheese dip for dipping.