Rinse wings in cold water and place on baking sheets. Generously sprinkle Cajun seasoning on both sides of chicken, then dash all with hot sauce (enough to cover wings, without leaking off baking sheets). Refrigerate for 3 hours.
Preheat oven to 400 degrees F (200 degrees C).
Bake chicken in preheated oven for 20 minutes. Turn and bake for another 10 minutes, or until chicken is cooked through (juices run clear). Serve with blue cheese or ranch salad dressing, if desired.