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Start the Traeger grill on Smoke with the lid open for 4-5 minutes to establish the fire. Close the lid and preheat the grill to 375 degrees F.
Place the sausages directly on the grill grate. Close the lid and grill for 6-8 minutes.
In a large bowl, combine all of the ingredients for the slaw. Toss gently to coat everything with the dressing.
Turn the sausages over on the grill and top with half of the Buffalo sauce.
Close the lid and grill for 6-8 more minutes or until the internal temperature reaches 175 degrees F.
Place the buns on the grill split side down during the last 2-3 minutes of grilling to toast.
Top the warm buns with a small handful of blue cheese. Place a hot sausage on top of the cheese and drizzle with more Buffalo sauce.
Top the sausage with a hearty serving of the celery carrot slaw and serve immediately. Enjoy!