In a medium size bowl, cream the Roquefort and cream cheese until smooth. Mix in the remaining ingredients and blend well. Chill for 2 hours.
Using a fryer or a large pot, heat oil to 180°C. Deep fry the wings until golden and crispy, approximately 10 minutes.
In a separate bowl, melt the butter, add the hot sauce and heat thoroughly. Immediately toss hot wings into sauce. Place wings on a platter and serve with creamy Roquefort dip.