16 chicken wings (about 3 pounds)
1/4 pound (1 stick) unsalted butter
1 teaspoon cayenne pepper
4 teaspoons Frank's Hot Sauce, or 1 teaspoon Tabasco
1 teaspoon kosher salt
1 1/2 cups crumbled Gorgonzola or other blue cheese
1 cup good mayonnaise
3/4 cup sour cream
2 tablespoons milk
3/4 teaspoon Worcestershire sauce
1 1/2 teaspoons kosher salt
3/4 teaspoon freshly ground black pepper
Celery sticks, for serving