Make the dip: Pulse the yogurt, blue cheese, mayonnaise, garlic, milk and lemon juice in a food processor until combined but still chunky. Season with salt and pepper. Cover and refrigerate until ready to serve.
Make the wings: Preheat the oven to 425 degrees F. Coat a rimmed baking sheet with cooking spray. Put the chicken wings in a deep skillet; add 3 pieces of celery, 3 pieces of carrot, the bay leaves, chicken broth, hot sauce, paprika, butter, honey and 1/2 cup water and bring to a simmer over medium heat. Simmer until the chicken is almost cooked through, about 18 minutes. Transfer the wings to the prepared baking sheet and arrange in a single layer; reserve the sauce in the skillet.
Bake the wings, turning once, until the skin is golden and crisp, 30 to 35 minutes. Meanwhile, simmer the reserved sauce over medium-low heat until slightly thickened, about 15 minutes. Discard the celery, carrot and bay leaves. Reserve one-quarter of the sauce for serving. Return the wings to the skillet and toss with the remaining sauce. Serve the wings with the blue cheese dip and reserved sauce; cut the remaining celery and carrot into sticks to serve on the side.
Recipe courtesy Food Network Magazine