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1
In a bowl whisk together mayonnaise and yogurt and stir in blue cheese (dressing will not be smooth).
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2
Dressing may be made 8 hours ahead and chilled, covered Cut celery into thin sticks.
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3
Soak celery in a bowl of ice and cold water at least 30 minutes and up to 1 hour.
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4
Cut off chicken wing tips, reserving for another use, and halve chicken wings at joint.
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5
Preheat grill.
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6
Pat wings dry.
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7
In a bowl rub 2 tablespoons oil onto wings and season with salt.
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8
Grill wings on an oiled rack set 5 to 6 inches over glowing coals until cooked through and golden brown, 8 to 10 minutes on each side.
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9
In a large (5- to 6-quart) deep heavy kettle heat 6 cups oil until a deep-fat thermometer registers 380 F. Just before oil reaches 380F, pat dry 6 or 7 wings.
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10
Carefully lower wings into oil and fry, stirring occasionally, until cooked through, golden, and crisp, 5 to 8 minutes.
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11
With a slotted spoon transfer wings to paper towels to drain.
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12
Pat dry and fry remaining wings in same manner, returning oil to 380F between batches.
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13
In a large skillet melt butter over moderately low heat and stir in hot sauce, vinegar, and salt to taste.
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14
Add grilled or fried wings and toss to coat.
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15
Serve chicken wings warm or at room temperature with dressing and celery sticks.