To make the wings: Place the wings in a glass or other non-reactive bowl and add 1 cup of the hot sauce and Worcestershire. Mix thoroughly, being sure all the wings are coated, cover and refrigerate for a minimum of 30 minutes.
Pour the oil for frying in a large pot to a depth of 2 inches and heat over medium heat to 375 degrees F.
Place the flour in a separate mixing bowl and season with kosher salt and cayenne pepper to taste. In a separate bowl, prepare an egg wash by whisking together the eggs and milk until well blended. Working with all 3 bowls (wings, flour mixture and egg wash): first dredge each wing in the flour mixture, then dip the wing in the egg wash; and finally dredge the wing completely in the flour mixture, coating it evenly. Deep-fry the wings for 12 to 15 minutes or until the batter achieves a crisp, uniform texture. When cooked through, set aside to drain on paper towels or the nonprinted side of a paper grocery bag.
To make the dressing: in a mixing bowl and using a wire whisk, combine the sour cream, mayonnaise, lemon juice, vinegar, parsley, shallots, and garlic, blending until smooth. Gently stir in the crumbled cheese until completely mixed in.
To serve, place the fried wings in a large bowl and drench with the remaining 1 cup hot sauce (or less, to taste). Serve with the blue cheese dipping sauce and celery sticks on the side -- and plenty of napkins!
Recipe courtesy of Christopher B. O'Hara, Wing It!: Delectable Recipes for Everyone's Favorite Bar Snack, Clarkson Potter, 2004