Heat grill over low heat.
Peel and clean corn. Brush each ear with hot wing sauce and wrap in alumninum foil being careful to fully seal corn in foil. Place on the top rack of the grill and close lid, cooking until fork tender, about 15 to 20 minutes.
Remove from grill, carefully open aluminum foil and brush with additional hot wing sauce. Place on plates and sprinkle each ear with blue cheese. Serve immediately.