In a medium bowl, whisk together the butter and 4 ounces of the cheese to make a smooth, soft butter. Transfer to a serving bowl and set aside at room temperature.
In a blender, puree the barbecue sauce, peppers, 1 teaspoon of the cumin and 1 teaspoon of the paprika. Put in a bowl large enough to hold the cooked wings and set aside.
Heat about 3 inches canola oil in a deep pot until a deep-fry thermometer inserted in the oil registers 365 degrees F.
Combine the remaining 1 teaspoon cumin and paprika with the flour, and season with salt and pepper. Season the wings with salt and pepper and dredge them in the flour mixture. Fry in batches until golden brown and crispy, 10 to 13 minutes. Drain onto paper towels and toss in the sauce while still hot.
Transfer the wings to a serving platter, sprinkle with the remaining 2 ounces Roquefort and serve with the blue cheese butter.