Mix all the ingredients for the barbecue sauce in a small pan and bring to a boil. Let simmer for 5-8 minutes. Blend the ingredients in a food processor until nice and creamy. Season with Tabasco and chipotle to make the sauce as spicy as you like.
Place chicken wings in a resealable plastic bag with 1 cup barbecue sauce and leave to marinate overnight. Grill the marinated chicken wings at high heat for about 2-3 minutes on each side. Add the rest of the sauce and grill the wings over indirect low to medium heat with the lid closed for 15-20 minutes. The chicken wings are done when the meat is falling off the bones. Place the chicken wings on a large plate and add crumbled Castello Traditional Danish Blue cheese on top.