The mercurial Oz Noy is known for weaving jazzy improvisation into his brand of funky blues. And he’s discussed just that with Guitar Muse. His koan-like suggestions toward this pursuit include:
It’s about everything. It’s not going to hurt to learn the theory behind it. There’s no such thing as jazz theory. There’s just theory of music, so it’s good to know what you’re doing even if you’re a blues player. In order to really get another angle you have to study another angle.
Read more, sort of, at GM.
And have a look at Oz Noy’s Inquisition right here.