1. In a small saucepan over medium heat, heat the butter, hot sauce, honey, Old Bay, and salt. When the sauce is bubbling at the edges, remove from the heat. Leave to cool.
2. Pour 1/2 cup of the sauce over the shrimp. Cover and refrigerate for up to 1 hour.
3. Light a charcoal fire or heat the broiler. Remove shrimp from marinade. When the coals are gray and the broiler is hot, grill or broil the shrimp for 2 minutes on each side or until cooked through.
4. Toss shrimp with remaining sauce.
1. In a bowl, combine the sour cream, mayonnaise, vinegar, lemon juice, salt, and pepper. Whisk well.
2. Stir in the blue cheese and Worcestershire. Add more salt and pepper if you like. Serve with the shrimp.
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