Combine mayonnaise and blue cheese. Refrigerate. Combine 1 to 1/2 cups flour, sugar, salt, and yeast. Melt butter in a pan and stir in onion and saute for 1 to 2 minutes. Add milk, water, and remove from heat. Then, stir into dry ingredients. Beat in egg and beat for 2 minutes, and then add enough flour to make a soft dough. Knead for 4 to 6 minutes, until smooth and elastic. Cover and let rest on floured board for 10 minutes. Roll dough out into a rectangle, 12 inches by 16 inches. Spread dough with blue cheese mixture, then chicken (cut into chunks), wing sauce, and cheeses. Roll up as for a jelly roll, to make a 16-inch roll. Transfer to a greased baking sheet and shape into a ring, sealing edges together. Make 8 slashes, cutting about half way down but not all the way through the dough. Bake at 375 degrees for 30 to 35 minutes. Serve warm with celery sticks.
Recipe Courtesy of Jackie Brown, NY State Fair Bread Winner