For the wings: Preheat the oven to 300 degrees F. Preheat a charcoal grill to medium-high heat.
In a large saucepot, add the wings, salt, vinegar, sugar and chiles. Cover with water and bring to a boil. Immediately turn off the heat and strain the wings, then spread on a baking sheet and carefully pat dry. Roast in the oven to dry out the wings, about 30 minutes.
For the honey bourbon glaze: Add the oil to a medium high-sided saute pan over medium heat. Add the onion and cook to slightly soften, 2 to 3 minutes. Add the honey and mustard and stir to combine. Carefully add the bourbon off the heat, then return to the heat and boil until it has a syrup consistency and coats the back of a wooden spoon, 5 to 10 minutes.
Carefully add the reduced mixture to a high-powered blender and blend until thoroughly combined. Add the glaze to a large metal bowl and add the wings directly to the bowl from the oven. Toss until the wings are thoroughly coated.
Grill the coated wings until charred on both sides, about 5 minutes per side. Add to a large platter.
For the blue cheese dressing: Combine the Roquefort, sour cream, mayonnaise, cracked black pepper and celery salt in a medium bowl and stir until thoroughly combined. Taste and adjust the seasoning as needed with salt. Keep cold.
Garnish the dip and grilled wings with the scallions just prior to serving.
When blending hot liquid, first let it cool for five minutes or so, then transfer it to a blender, filling only halfway. Put the lid on, leaving one corner open. Cover the lid with a kitchen towel to catch splatters, and pulse until smooth.