Whisk together mayonnaise, sour cream, lemon juice, pepper and hot pepper sauce until blended. Stir in blue cheese. Cover dip and refrigerate until ready to serve. (Dip can be made up to 2 days in advance.)
Cut lettuce heads in half and quarter each half, keeping some core attached. (Peel away some outer layers to make all wedges roughly the same size.) Thread each of 16 wooden skewers with a lettuce wedge, piercing wide part first and keeping wedge close to tip of skewer. Add a cucumber slice to each skewer and top each with a cherry tomato. Insert "stakes" into pumpkin (left), if desired, and serve with blue cheese dip.