Peel and discard the papery, loose outer layers of the garlic bulb.
Cut off about ½ inch of the top of the garlic bulb.
Set the bulb, cut side up, onto a square piece of aluminum foil. Drizzle the olive oil onto the cut garlic cloves.
Wrap the aluminum foil around the head of garlic into a little packet, then set on a baking sheet.
Roast in the oven until the garlic cloves have turned golden-brown and are soft (about 1 hour and 15 minutes). Remove from the oven and let cool.
Add the blue cheese to a bowl and mash up a bit with a fork. Set aside.
Squeeze the roasted garlic into a bowl by squeezing the whole head with your hand. Mash up the garlic with a fork.
Stir the mayonnaise and the cayenne pepper into the mashed up cheese, then stir in the mashed up garlic. Refrigerate for 1 hour to let the flavors develop.
Recipe notes:
*I recommend the Duke's brand. It has a rich and clean flavor because it contains no added sugar.