Place the chicken wings in a bowl. Pour over half the hot pepper sauce and mix throughly. Cover and marinate in the refrigerator for 1 hour.
Meanwhile, make the blue cheese dip. Mix together the sour cream, heavy cream, lemon juice, shallot and garlic.
Crumble the blue cheese, add and whisk until smooth. Season with salt, freshly ground pepper, a dash of the hot pepper sauce and a dash of Worcestershire sauce.
Season the flour with generous pinches of paprika, cayenne, oregano, thyme, salt and freshly ground pepper.
Beat the eggs with the milk to make an egg wash.
Coat the marinated wings in the seasoned flour. Dip each wing in the egg wash, letting the excess drip off. Coat the wings in the seasoned flour for a second time.
Heat the oil for deep frying in a wok or deep fat-fryer.
Fry the wings in batches for 4-5 minutes until golden brown. Remove the fried wings with a slotted spoon and drain on kitchen paper.
Place the wings on a warm serving plate. Drizzle over the remaining hot pepper sauce and sprinkle over the cilantro. Add the butter and toss well.
Serve the wings hot or cold with the blue cheese dip plus apple, carrot and celery crudites.