Step 1

Preheat the oven to 500° and position 2 racks in the middle and upper third. Spread the wings out on 2 baking sheets in a single layer and season with salt and pepper. Roast for 40 minutes, turning once, until the wings are golden and crisp.

Step 2

Meanwhile, in a mini food processor, puree the hot sauce and pickled jalapeños until smooth. In a small saucepan, cook the butter with the garlic over moderate heat just until fragrant, about 2 minutes. Add the puree to the saucepan and bring to a simmer. Transfer the sauce to a large bowl. Rinse out the processor.

Step 3

Add the yogurt, mayonnaise, vinegar and blue cheese to the processor and pulse until fairly smooth. Season with salt and pepper and transfer to a small bowl.

Step 4

Using tongs, transfer the chicken wings to the bowl with the hot sauce and toss to coat. Pour the wings and any extra sauce onto a large platter and serve right away, passing the blue cheese dip and celery sticks at the table.