Special equipment: six 8- to 12-inch wooden skewers, soaked in water for 30 minutes
Combine the blue cheese, sour cream, mayonnaise, buttermilk and vinegar in a small bowl and stir until well combined. Season to taste with salt and pepper.
Preheat a grill or grill pan for cooking over medium-high heat. Thread a few pieces of lettuce onto a skewer, followed by a cherry tomato; repeat twice so that you have three lettuce clusters and three cherry tomatoes on the skewer. Repeat with the remaining skewers.
Brush both sides of the skewers with the oil and sprinkle lightly with salt and pepper.
Grill until lightly charred, turning once, 1 to 2 minutes per side. Arrange the skewers on a platter and drizzle with the blue cheese dressing. Serve immediately.