Add your eggs to a pan and cover with cold water. Boil until hard boiled. I give it about 10 minutes once the water starts boiling. Everybody has their favorite method. Use that. You can submerge your eggs in an ice bath or run cold water over them to help stop the cooking, especially if you're boiling your eggs ahead of time.
Peel your eggs as carefully as possible. Slice your eggs in half and pop the yolk out into a mixing bowl. Set the whites on a plate for filling later.
To the yolks, add the remaining ingredients (minus the cayenne) and mash with a fork or mix with an electric mixer until relatively smooth. The blue cheese will prevent it from being totally smooth, but if you've used a creamy variety, you should get pretty close.
You can either spoon the yolk mixture back into the cavities of your egg whites or use a piping bag.
If you want a bit of an extra kick, lightly sprinkle the eggs with cayenne pepper.