Preheat the oil in a deep fryer to 350°F (180°C). Line a baking sheet with paper towels or top with a wire rack.
On a work surface, section the chicken wings by cutting the joints to obtain 3 pieces. Discard the wing tips and keep the drumettes and wingettes. Pat dry with paper towels.
In a large bowl, combine the cornstarch, salt and spices. Add the wings and toss to coat. Fry half of the wings at a time in the hot oil for 15 minutes or until cooked through and golden brown. Watch out for splattering. Drain on the paper towels and keep warm.
Meanwhile, in a small saucepan, bring all the ingredients to a boil, then simmer over low heat for 5 minutes or until the sauce has reduced by half. Pour into a large bowl. Add the cooked wings and toss to coat.
Serve immediately with blue cheese dip and celery sticks.
Chicken wings are sold whole or pre-cut. If they are whole, section them as indicated in the recipe. Either way, you should have 24 pieces.