Preheat the oven to 450 degrees F. Spray a small baking sheet generously with nonstick cooking spray.
To make the dip, combine the buttermilk, sour cream and vinegar in a medium bowl. Add the blue cheese and mash with a fork, until blended. Season with salt and freshly cracked black pepper, to taste. Cover and refrigerate until ready to use.
Season the chicken with salt and freshly cracked black pepper to taste. Lightly beat the egg white and water in a medium bowl. Combine the panko and cayenne on a sheet of waxed paper. Dip each tender into the egg whites, shaking off excess, and then roll into the panko to coat. Place the chicken on the baking sheet in 1 layer and generously spray with cooking spray. Bake on the top rack of the oven until the chicken is cooked through and golden brown, about 20 minutes. Serve with the dip and assorted crudites.