1) Preheat the oven to 200C/Gas 6.
2) In a large bowl, whisk together the flour, salt, and cayenne pepper.
3) In a large heavy-bottomed pot, pour in the oil to a depth of 5cm. Place over medium heat and heat until a deep-fry thermometer inserted in the oil registers 190C.
4) Working in 3 batches, dredge the wings in the flour mixture and fry until lightly browned, about 10 to 12 minutes per batch. Using a slotted spoon, transfer the wings to a paper towel-lined plate. (Make sure the oil returns to the proper temperature before frying each batch.)
5) In a large bowl, combine the butter, lemon juice, and hot sauce. Toss the fried wings in the hot sauce mixture. Transfer the wings, with the sauce, to a large foil-lined baking sheet, or 2 small ones, and bake, turning the wings occasionally, until crispy and they have absorbed most of the sauce, about 35 minutes.
6) Transfer the wings to a serving platter and serve with the blue cheese dressing and celery sticks.
For the blue cheese dressing:
1) In a medium bowl, whisk together the mayonnaise, 1/2 of the blue cheese, single cream, sour cream, lemon juice, Worcestershire, and salt, until smooth.
2) Gently stir in the remaining of blue cheese and season with pepper, to taste. Use now or store in the refrigerator for up to 3 days.