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For the rub, combine the chilli powder, cayenne pepper, cornflour and ½ tsp each salt and black pepper in a large bowl.
For the blue cheese dressing, roughly mash the cheese in a bowl using a fork, then stir in the remaining ingredients, adding a splash of milk to loosen, if needed. Transfer to a serving bowl and keep chilled until needed. Will keep chilled for up to two days. Combine the ingredients for the spicy sauce in a separate bowl and set aside.
About 30 mins before you want to serve, pat the chicken wings dry using kitchen paper, then tip into the bowl with the rub mixture. Toss to lightly coat the wings.
Pour a 4cm depth of oil into a deep pan, ensuring it is no more than two-thirds full, and heat to 180C, or until a cube of bread browns within 15 seconds. Carefully lower in half the wings using a slotted spoon and fry for 9-10 mins, stirring often until cooked, golden and crisp (you’ll need to do this in batches). The temperature will go down at first, but aim to keep it at above 160C, or if you don’t have thermometer, the chicken should be steadily sizzling. Remove to a baking tray lined with baking parchment and keep warm in a low oven while you fry the remaining wings.
Tip the wings into the spicy sauce and fold gently to coat. Serve with the celery, if you like, and the blue cheese dressing.
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