Preheat large skillet on medium-high heat, add oil and swirl to coat. Add chicken and sprinkle with salt and black pepper.
Cook for about 8 minutes, stirring occasionally.
After 8 minutes, reduce heat to low-medium and cook for another 4 minutes; stirring more frequently. Chicken should be golden brown and cooked thoroughly.
In a small bowl, crumble blue cheese with a fork. Stir in yogurt, salt and black pepper; stir to combine. Set aside.
Pour cayenne pepper sauce over chicken in the skillet. Stir for 2 to 3 minutes. Taste and adjust spiciness to preference.
Place tortillas on a microwave-safe dish, cover with damp towel, and microwave for about 10 seconds, or place in skillet and cook on low-medium heat for about 1 minute on each side.
To serve, place desired amount of lettuce, carrots and chicken on each tortilla. Drizzle with blue cheese sauce and enjoy warm.