French Onion and Blue Cheese Dip

2 Tbs. unsalted butter  

1 large yellow onion, finely diced  

1 tsp. kosher salt  

1 garlic clove, minced  

2 tsp. Worcestershire sauce  

1 1/4 cups sour cream 

1/4 cup mayonnaise  

1/8 tsp. cayenne pepper  

1/4 tsp. freshly ground black pepper 

2 oz. blue cheese 

2 Tbs. milk, plus more as needed  

Potato chips and crudités for serving