Preheat the oven to 425 degrees . Make the buffalo sauce: In a small saucepan, melt the butter over low heat. Whisk in the hot sauce and honey.
On a foil-lined baking sheet, toss the frozen tots with 3 tbsp. of the sauce. Bake, shaking occasionally, until the tots are deep golden, 30 to 35 minutes.
Skewer a piece of celery, blue cheese and a tot onto each toothpick. Arrange on a platter and drizzle with remaining buffalo sauce.