For the buffalo chicken: Put the celery leaves, salt, black pepper, celery stalks, garlic and shallots in the bowl of a food processor and pulse until finely chopped. Transfer the mixture to a medium bowl and add the chicken. Mix gently to combine using your hands. Cover the bowl and refrigerate to allow the flavors to meld and marinate the chicken, about 30 minutes. Form 2 ounces of the mixture onto each skewer, skewering three-quarters of the way through. Place the skewers onto a baking sheet and refrigerate for about 20 minutes. Meanwhile, melt the butter in a small saucepan over medium heat. Add the hot sauce, honey and ketchup, stirring to combine. Bring to a simmer over medium heat and cook until slightly thickened, about 20 minutes.
For the dipping sauce: While the sauce is cooking, blend the mayonnaise, buttermilk, lemon juice and 2 ounces of the bleu cheese in a blender until smooth. Scrape the sauce into a medium bowl, stir in the remaining 2 ounces bleu cheese and sprinkle with salt and black pepper.
For cooking: Prepare a grill for direct heat grilling over medium-high heat. Brush the grill with a towel soaked in 2 tablespoons of the canola oil. Place the skewers on the grill and grill until slightly charred, about 2 minutes. Turn the skewers and brush with the butter-hot sauce. Continue to cook the skewers, turning and brushing with the sauce until cooked completely, about 5 minutes. Remove the skewers from the grill and brush with the additional sauce. Serve with the bleu cheese dipping sauce and garnish with more celery leaves.