Position an oven rack in the upper third of the oven and preheat to 450 degrees . Line a large rimmed baking sheet with foil. In a large bowl, toss together the chicken, oil, 3/4 teaspoon salt and 1/2 teaspoon pepper. Arrange the chicken on the prepared baking sheet and roast for 15 minutes.
Meanwhile, in a small bowl, mash the sour cream and cream cheese with a fork; season with salt. Stir in the blue cheese and 1 tablespoon water. Refrigerate until ready to use.
In another large bowl, stir together the barbecue sauce, honey and garlic. Transfer the partially cooked chicken wings to the sauce with tongs and stir to coat. Discard the foil and line the same baking sheet with parchment paper. Return the wings to the baking sheet and roast in the oven for 8 minutes. Sprinkle with the sesame seeds and roast until the wings are nicely browned, about 5 minutes more. Serve with the blue cheese dipping sauce.