MAKE DRY RUB AND CHICKEN WINGS:
Preheat oven to 400 F degrees. Line a large baking sheet with 2 sheets of aluminum foil (or 1 heavy duty sheet). Top that with an oven safe cooling rack and spray it with non-stick cooking spray and set aside.
Combine all dry rub ingredients in a small mixing bowl, set aside. In a large mixing bowl, add chicken wings and vegetable oil. Use a rubber spatula to toss gently to coat.
Sprinkle in about half to 2/3 of the dry rub mixture and use your hands to massage it into all of the chicken wings, coating evenly. Feel free to use all the dry rub, but for a coating like in the photos, 1/2-2/3 of the mixture does just fine.
Add chicken wings to prepared baking sheet and bake for 45 minutes.
MAKE GORGONZOLA SAUCE:
To your food processor or blender, add mayo, buttermilk, sour cream, 1.5 oz of the gorgonzola cheese, garlic, lemon juice, pepper and salt. Process until smooth.
Transfer to serving bowl and stir in remaining gorgonzola cheese. Cover with plastic wrap and refrigerate until ready to use.