Prepare mashed potatoes following package directions. Stir in packet of dry Ranch dressing. Set aside.
In a Dutch oven, heat oil over medium heat. Add the onion, celery and carrot; cook and stir until the vegetables are tender. Add the garlic and cook 2 minutes longer.
Add the shredded chicken.
Stir in the tomatoes, wing sauce, water, Italian seasoning, salt and pepper; bring to a boil. Reheat; cover and simmer for 30 minutes.
In a medium size bowl, mix the ricotta cheese, 3/4 cup bleu cheese, parsley and egg.
Spread 1 1/2 cups sauce into a greased 13x9-inch baking dish. Layer with a third of the mashed potatoes, 1 1/2 cups sauce, 2/3 cup ricotta mixture, 1 cup mozzarella cheese, 1/3 of the cheese slices and 1/3 cup bleu cheese. Repeat layers twice.
Bake covered at 350 degrees F for 20 minutes. Uncover; bake 20 to 25 minutes longer or until bubbly and cheese is melted.