For the blue cheese sauce: Stir together the yogurt, blue cheese, cilantro, onions and salt and pepper to taste in a bowl. Refrigerate for at least 30 minutes before serving to allow the flavors to meld.
For the hot wings: Heat 2 to 3 inches of oil in a large, high-sided pan until it reaches 375 degrees F on a deep-fry thermometer.
Sprinkle the wings with salt and pepper. Stir together the chile powders, cumin, 1 teaspoon salt and some pepper in a shallow bowl. Dust the wings with the seasoning mixture and toss in a bowl to evenly coat. Add the wings to the oil in batches and cook until golden brown and cooked through, 8 to 10 minutes.
For the glaze: In a large bowl, combine the vinegar, chipotle in adobo, honey and Dijon mustard. To a small saute pan, add the butter and melt. Add the melted butter to the bowl with the vinegar-honey mixture and stir to combine.
Toss the freshly fried wings with the glaze in the bowl. Garnish with cilantro. Serve with the blue cheese sauce.