Make the Dip: In a medium bowl, add the sour cream. mayonnaise, garlic, buttermilk and lemon juice and stir well until smooth and fully combined. Stir in the crumbled blue cheese and mix, leaving it fairly chunky. Add the chives and season with salt and pepper to taste. Cover and refrigerate until ready to serve.

Make the Shrimp: In mixing bowl, whisk together the melted butter, hot sauce and salt. Place the shrimp in a medium size bowl and toss with the oil and 2-3 tablespoons of the buffalo sauce. Toss the shrimp to make sure they get coated all over. Set aside. Reserve the remaining sauce).

Preheat the grill or grill pan over high heat. Oil grates and then grill shrimp in a single layer for about 2 minutes per side or until shrimp curl up, turn pink and are just opaque. Be careful not to overcook them. When they’re done, move them to a bowl and toss them with a few more tablespoons of the remaining buffalo sauce (save some sauce to drizzle on the sandwich).

Make the Sandwich: Cut the baguette into four equal sections and then split each in half lengthwise. Either broil or toast the baguettes in the oven (or place them on the grill just until they get a little brown), about 1-2 minutes. Spread some blue cheese dip on the bottom of each baguette. Layer on the lettuce, avocado, shrimp and a drizzle of the reserved buffalo sauce. Top with an extra crumble of blue cheese and another drizzle of blue cheese sauce.