Melt butter in a small saucepan. Add hot sauce and remove from heat.
In large frying pan or deep-fat fryer, heat 1 inch of oil to 375F. Fry wings in batches without crowding until golden brown, 10 to 15 minutes. Drain on paper towels.
Brush wings with spicy butter and serve warm, with blue cheese dipping sauce.
Sauce: In a small bowl, mash the blue cheese, leaving some clumps. Whisk in the mayonnaise until blended. Add remaining ingredients and whisk to blend well. Cover and refrigerate until serving time.