Preheat the grill to a high heat. Once hot, add the jalapeños and char all over, about 2 minutes per side. When charred, remove from the heat and place in a bowl, covered with a dish towel, to cool. Once cool enough to handle, slice the jalapeños in half, remove the seeds, and finely dice them.
In a bowl, mix together the softened butter, jalapeños, honey, basil, lemon zest, and a pinch of salt. Mix until combined. Fold in the blue cheese.
Place the clams on the grill in a single layer. Cover the clams, and cook until they open, about 5-10 minutes. Discard any clams that do not open.
Remove the clams from the grill and toss with the jalapeño butter. Serve immediately.