Start by making the glaze: place all the ingredients in a small saucepan and bring to a boil. Reduce the heat and simmer until the glaze is sticky. Season with salt and pepper.
Make the marinade by mixing the ingredients together in a large bowl and toss the chicken wings through to coat well.
Place the chicken wings over medium heat (preferably a griddle pan or medium heat coals) until cooked through, continuously basting with the glaze until sticky and delicious.
Place the blue cheese in a small bowl and soften. Stir through the cream and place in a bowl. Arrange the chicken wings on a platter and garnish with the sliced onion, cucumber and micro leaves.