Prepare the sauce first by. Mix together the plain yogurt and mayonnaise. Add garlic, black pepper, and blue cheese crumbles. Gently mix in. Place mixture into an air tight container and store in the refrigerator until ready to use.
Preheat grill for medium-high heat.
Combine the rub mixture in a bowl. If you've already wet brined the wings, then omit the salt from the seasoning rub. To make life easier, place combined mixture into a large spice shaker.
Place wings onto a large cookie sheet. Use two if needed. Shake spices on top of wings, turn and repeat the process. Don't overdo it. What sticks to the wings is all it needs.
Place wings onto the grill and cook 30-45 minutes, turning a few times during the cooking process. Once the internal temperature reaches between 175-180 degrees F., the wings are done. If you want to cook them a little slower, move the wings off to a cooler part of the grill and cook over indirect heat. Move them back over direct heat toward the end to get a nice crunchy surface. Keep in mind that flats will cook a little faster than the drummettes.
Once cooked, remove from grill and place into a large serving dish. Serve with creamy blue cheese sauce.
Store leftover wings in an air tight container for up to 4 days. Reheat in the oven to retain that crunchy surface. Add sauce to wings if desired.