Cook Margaritaville Baja Buffalo Shrimp according to package directions.
While the shrimp is baking, whisk mayonnaise, ¼ cup of blue cheese crumbles, half and half, sour cream (or yogurt), lemon juice, Worcestershire sauce, salt and pepper, if using, in a small bowl until well mixed.
Top blue cheese dressing with remaining blue cheese crumbles.
Toss the baked shrimp in the Baja Buffalo sauce included in the shrimp package.
Serve shrimp with dressing on the side for dipping.