Place chicken wings in large resealable plastic bag or glass dish. Add 1/2 cup of the marinade; toss to coat. Refrigerate 30 minutes or longer for extra flavor.
Meanwhile, mix mayonnaise, sour cream, blue cheese and remaining 1 tablespoon marinade in small bowl until well blended. Refrigerate until ready to serve. Remove chicken wings from marinade. Discard any remaining marinade.
Grill chicken wings over medium heat 20 to 25 minutes or until cooked through, turning occasionally. Brush with additional marinade, if desired. Serve with blue cheese sauce.