Combine the rub ingredients in a large bowl. Rub spices into wings, liberally coating all portions of the chicken. Place the chicken in an air-tight sealed container and marinate in the refrigerator for 1 hour or more, up to overnight. Take the chicken out of the refrigerator 20 minutes prior to grilling.

Preheat the grill to medium, 300-350°F. Place wood chips on top of the grill grates.

Place chicken on the grill. Close the lid and grill 20 to 25 minutes, turning chicken once after 10 minutes and basting intermittently with olive oil.

In a saucepan over medium heat, combine olive oil and butter. Add the jalapeños, onions and peppers. Cook until soft and translucent. Add garlic and continue to cook for a few minutes. Then, stir in tomato sauce, honey, vinegar, lime, brown sugar, mustard, Worcestershire sauce, liquid smoke, salt and pepper. Simmer for 5 minutes. Transfer the sauce to a blender and pulse until smooth and set aside.

When the chicken reaches an internal temperature of 150°F (about 20 minutes), increase the grill temp to high. Liberally brush wings with barbecue sauce. Grill for an additional 10 minutes, brushing chicken every 2 to 3 minutes as sauce begins to caramelize.

Remove chicken from the grill and brush again with sauce. Place under a tin foil tent for 3 to 5 minutes.

Combine all ingredients for the blue cheese dip in a bowl and set aside.

Serve the wings with carrots, celery and creamy blue cheese dip.