Place the hot sauce into a small saucepan and heat until warm. Add the butter and whisk until melted; set aside.
Mix the sour cream, blue cheese, mayonnaise, Worcestershire sauce, salt, and garlic in a medium bowl. Mix the dip until incorporated; place in refrigerator until ready to serve.
Preheat the oven to 425 degrees. Place the wings on a sheet pan and toss with the oil. Bake the wings for 20 minutes.
Remove the wings from the oven and place them in to a large bowl. Add the hot sauce mixture and toss with the wings until they are evenly coated.
Serve the chicken wings along with the blue cheese sauce for dipping.