They are not actually blue, but blue only to human eyes. Lucky us.
If you watch them come in for a peanut, they will often check each one if there is more than one. They are looking for the heaviest, maximum treat possible.
Also, before they fly off, they briefly survey the area, deciding which direction and where they are going.
We currently have a family of 4, with one of them having a tufted head like Woody Woodpecker.
We have long liked chickadees, robins, and nuthatches, but our contacts with blue jays here have increased here during the pandemic.