Combine the hot sauce, honey and butter in a small saucepan and cook over medium heat until the butter is melted and the mixture comes together, about 5 minutes. Stir in the vinegar and season with salt and pepper. Pour half of the sauce in a bowl and keep the remaining sauce in the pan, warm over low heat.
Season the wings on both sides with the salt and pepper. Brush the wings with the reserved sauce in the bowl and place on the grill. Grill on each side for 5 minutes or until golden brown and cooked through. Remove wings from the grill and toss with the warm hot sauce. Transfer to a platter and serve with the blue cheese sauce on the side for dipping.
For the blue cheese-celery dipping sauce:
Whisk together all ingredients in a medium bowl and season with salt and pepper. Cover and refrigerate for at least 30 minutes before serving.