Line a rimmed baking sheet with parchment paper; set aside.
In a large bowl, gently mix to combine the ground chicken, panko, ½ teaspoon salt, ¼ teaspoon pepper, egg, onion, celery, and parsley.
Use a tablespoon-sized scoop to portion meatballs onto the prepared baking sheet.
Flatten a meatball slightly and place a large crumble (or a few small crumbles) of Gorgonzola in the center.
Pinch the meatball mixture around the Gorgonzola to seal, and roll into a smooth ball.
Repeat with the remaining meatballs. Reserve the remaining Gorgonzola.
Bake for 16 to 18 minutes or until the meatballs are lightly golden and cooked through. If desired, broil for the last 1 to 2 minutes of cooking for additional color and flavor.
While the meatballs bake, prepare the dipping sauce: In a ramekin, stir to combine the sour cream, mayonnaise, lemon juice, chives, remaining Gorgonzola, and salt and pepper to taste. Refrigerate until ready to use.
In a large bowl, combine the melted butter, hot sauce, and brown sugar.
Add the hot meatballs to the butter mixture and toss gently to coat.
Serve the meatballs warm, garnished with additional chives if desired, alongside the dipping sauce.