Place the chicken wings in large resealable bag in a shallow baking dish.
Melt the butter in a small saucepan and remove from the heat. Stir in the honey, hot sauce, paprika, salt and cayenne pepper. Let cool completely and pour over the chicken wings. Seal the bag and let marinate at room temperature 25 to 30 minutes. Drain and discard the marinade.
Meanwhile, preheat the oven to 425 degrees F. Line a large sheet tray with aluminum foil and spray with nonstick spray.
Bake the chicken on the sheet tray, flipping once halfway through cooking, 35 minutes.
Serve alongside the Blue Cheese Dipping Sauce and celery sticks.
Combine the blue cheese, mayonnaise, sour cream and Worcestershire sauce together in mixing bowl or food processor and mix until combined. Season with salt and pepper.