What does a Blue wheaten hen look like? Well, they look like a regular wheaten except they are a shade lighter, and their tails are gray.
To get more blue wheatens with the birds you already have, breed the 'messy' cross (with the solid hens), and backcross the splash offspring hens to the Blue Wheaten Rooster. You should get 1/2 wheatens from that, 1/4 Blue Wheaten, 1/4 Splash Wheaten.
In case you don't know what a regular wheaten hen looks like, they are a light tan color overall, with a darker head and neck, and a black tail. Blue wheatens are lighter with gray tails, and splah wheatens are really light with sky grey-white tails, usually with a black feather here and there.