Preheat oven to 350°F and adjust rack to the middle position.
In a medium bowl, combine cream cheese and hot sauce. Microwave until soft, about 2 minutes, whisking halfway through.
Whisk until smooth, then stir in chicken, dressing, blue cheese, and Worcestershire until fully combined.
Transfer to a shallow 3-quart baking dish and bake for 10 minutes.
Remove, stir, and top with cheddar. Return to oven and bake until melted and bubbling, about 10 more minutes.
Garnish with scallions and serve with chips, carrots, and celery.