Blue Cheese Sauce:
2 1/4 cups whole milk
2 tablespoons unsalted butter
1 small Spanish onion, finely chopped
2 tablespoons all-purpose flour
1/4 teaspoon kosher salt
Pinch cayenne pepper
1/2 pound crumbled blue cheese
Homemade Potato Chips, recipe follows, or good-quality store-bought potato chips
Homemade Potato Chips:
6 large Idaho potatoes, peeled and sliced lengthwise into 1/8-inch thick slices on a mandoline
2 quarts peanut oil
Salt
Place the potato slices on a baking sheet between layers of paper towels to make sure they are very dry before frying.
Heat oil in a large, heavy saucepan until the temperature of the oil reaches 400 degrees F on a deep-fat thermometer. Fry the potatoes in small batches until golden brown on both sides, turning once. Remove with a slotted spoon and place on a brown paper bag or another baking sheet lined with paper towels to drain. Season with salt immediately. Serve hot with the blue cheese dipping sauce.