Prep the pan. Heat the oven to 400 degrees F and set a wire rack over a foil lined rimmed sheet. Dry and season. Blot the wings until no moisture remains, then toss with baking powder, salt, and pepper in a bowl.
Arrange. Lay the wings on the rack in one layer without touching.
Bake until crisp. Bake 40 to 45 minutes, turning once at the halfway point, until the skin is golden and crackly and the meat is 165 degrees F.
Whisk the sauce. Stir butter, hot sauce, and sugar over low heat for 2 minutes until smooth.
Coat the wings. Move the baked wings to a big bowl, pour on the sauce, and toss to coat evenly.
Blend the dip. Mix blue cheese, sour cream, mayonnaise, garlic, lemon juice, salt, and pepper, adding milk until creamy. Serve with celery.