Make the sauce: Combine the yogurt, blue cheese, red onion, cilantro, and salt and pepper to taste in a small bowl. Refrigerate at least 30 minutes before serving to allow the flavors to meld.
Make the wings: Heat 2 inches of peanut oil in a large high-sided pan until a deep-fry thermometer registers 375 degrees F.
Stir together the flour, salt and pepper to taste, 1 tablespoon ancho chili powder and the garlic powder in a shallow bowl. Season the wings with salt and pepper and add in batches to the flour mixture to lightly coat. Tap off the excess flour, add the wings to the oil in batches and fry until golden brown and cooked through, 8 to 10 minutes. Transfer with a slotted spoon to a paper-towel-lined plate.
Bring the vinegar, chipotle puree, the remaining 2 tablespoons ancho chili powder and the New Mexico chili powder to a simmer in a large high-sided saute pan over medium heat. Remove from the heat and whisk in the mustard, 1 teaspoon salt, the honey and butter until smooth. Add the wings and toss to coat. Garnish with cilantro, if desired, and serve with the jicama sticks and blue cheese sauce.