If making your own mayo, beat egg yolk, Dijon mustard, salt, pepper, and vinegar in a bowl. Gradually drizzle in the oil while beating continuously with a whisk or electric mixer until the mixture emulsifies and thickens to the consistency of mayonnaise.
For a healthier alternative, you can bake the wings at 400°F (200°C) for 40-45 minutes, flipping halfway through, until crispy. Then toss with the buffalo sauce as directed.
Leftover wings can be stored in an airtight container in the refrigerator for up to 3 days. Reheat in an oven or air fryer to maintain crispiness. The blue cheese dressing will keep for up to 5 days in the refrigerator.
Adjust the heat level by increasing or decreasing the amount of hot sauce. For a sweeter twist, add a tablespoon of honey to the buffalo sauce.