Remove skin from chicken legs. Coat skinned legs with blackening spice. Place in refrigerator for one hour and up to eight hours.
Preheat the oven to 400 degrees Fahrenheit. Heat grapeseed oil over medium-high heat in a deep-sided fry pan. Cook the legs in batches if necessary, taking care not to overcrowd the pan. Cook for 10 minutes, turning occasionally so all sides are evenly seared.
Transfer legs to a baking sheet topped with a baking rack and bake for 20 to 30 minutes or until internal temperature is 185 degrees Fahrenheit.
While the legs are cooking, in a small saucepan or in the microwave, melt the butter into the hot sauce and simmer. Put the legs in a large bowl and pour the hot sauce over them, tossing to coat legs evenly. Serve immediately with blue cheese dressing, celery, and carrot sticks.
If you're feeling fancy, make the chicken drumstick look like a lollipop. While removing the skins, score the skin and meat around the bottom of the drumstick in a circular motion. Hold the meat at the top of drum and pull the skin to the bottom of the drumstick so the bone is exposed. When cutting, the tendons will become exposed. Trim these as high and close to the ball of meat as you can. They'll shrink upon cooking.
For the blue cheese dressing: Combine all ingredients and chill until ready to serve.
