I made some blue cheese sauce the other night for some wings I had. It tasted and looked a lot like the "Buffalo blues" wings a wing bar I used to frequent had, but I'm sure this isn't the official recipe
I took some butter and some hot sauce and melted them together, about half and half. I then dumped in my crumbled blue cheese and was left in your situation.... it wasn't creamy. So I added just a little blue cheese salad dressing and it thickened right up. I imagine sour cream would work, too.
I have a picture around here somewhere..... probably in one of the "dinner tonight" threads.