Put the shrimp and half of the hot sauce in a ziplock bag. Make the the shrimp are all covered. Put in the fridge and marinate for 15 minutes. If you are using wooden skewers, soak them in water while the shrimp are in the fridge.
Preheat the grill to medium heat.
Pull the shrimp out of the bag and thread them onto the skewers. Sprinkle the skewers with salt and pepper.
Grill the shrimp 2-3 minutes on each side. They are done when they just start to curl and turn pink. Don't overcook them!
Brush the shrimp with the extra hot sauce and put them on a plate. Top with the blue cheese and green onions.
If you don't want to mess with the skewers you could easily cook these in a grilling basket. They'd taste the same but be a little less fun.