Preheat grill or pan. While it's heating, combine blue cheese, yogurt, lemon juice and pinch of salt and pepper. Now, here I would like to say, I have used light blue cheese dressing instead of the above and it worked great. Season chicken breasts with McCormick seasoning and chili powder. (You can do this earlier in the day and let it marinate if you want to, then cook chicken when you are ready. I like to do the prep work earlier in the day then cook it at mealtime. Again, this is a personal preference). When ready to cook, add chicken to the hot grill or pan and cook 4 - 5 minutes per side. Remove chicken and add sliced onions to pan and cook until desired doneness, maybe another 4 - 5 minutes. Combine hot sauce and butter and brush liberally onto chicken after removing from heat. Place chicken on your favorite whole wheat bun, toasted if you want to, then spoon blue cheese mixture over chicken. Top with onions and lettuce, and more hot sauce (if desired). NOTE: This sandwich is great paired with Bonnie's Best Oven Fries, too, for a healthy, flavorful meal. It has about 380 calories and MUCH less fat and sodium than the restaurant sandwiches. I also like to lay the chicken breasts between plastic wrap and gently flatten with a meat mallet before adding spices.