Line a sheet pan with non-stick foil. Rinse the chicken wings, pat them dry with paper towels and toss them with the olive oil, garlic, salt and pepper on the sheet pan. Spread them out so that they cook quickly and evenly and bake in the preheated oven for about 30 minutes or until browned and crispy.
While the chicken cooks, combine the mayonnaise, yogurt and blue cheese, mashing it up with a fork. Keep refrigerated.
Combine the butter, hot sauce and vinegar in a microwave safe bowl and heat until melted and hot. Set aside.
When the wings are crispy, pour off the fat and discard it (see sidebar). Drizzle the hot sauce over the wings and toss to coat. Serve with the blue cheese dressing and celery sticks.
Sidebar: Sometimes it is necessary pour off excess fat from a pan while it is still hot. The easiest way to discard hot fat is to wad up about 4 paper towels (more or less depending on how much fat) and lay them in an empty sink. Carefully pour the fat over the towels, cool and then throw them away.
Sidebar: If you want to double this recipe, use two sheet pans. Crowding the wings makes them take longer to cook.