Mix all the ingredients for the BBQ sauce in a small pan and bring to the boil. Let it 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 re-sealable plastic bag with BBQ Sauce and leave them to marinate overnight. Barbecue the marinated chicken wings at high heat for about 2-3 minutes on each side. Add the rest of the BBQ sauce and barbecue 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 easily detaching off the bones. Place the BBQ chicken wings on a large plate and add crumbled Danish Blue on top.