Hi,
You will have to create two characteristics, one called for example "Sauce" and another one "Dip", in the values of the first characteristic fill "Hot Sauce" and "BBQ Sauce" and for the dips "Blue Cheese" "Ranch".
Then in the product edition page (so buffalo wings) click on "add characteristics" and add the previously created ones.
And apply a price on the variants. This allow to have different prices depending on the size. (only variants)
To have less things to manage, you can create two products one "Sauce" and another one "Dip" which will be "option products" and add them to the buffalo wings one, this way you will have a fixed price for these things. (varianted options)