Prepare chicken wings according to package directions.
Meanwhile, line a platter or individual plates with romaine. Top with celery and/or carrots; set aside. In a small bowl stir together mayonnaise, blue cheese, and pepper. Squeeze juice from 1/2 of a lemon (1-1/2 tablespoons) into mayonnaise mixture; stir to combine.
Slice chicken. Arrange heated chicken over romaine mixture. Cut remaining lemon into halves or wedge and serve with salad. Pass dressing. Makes 4 servings.