Hi Poohfin and welcome to the forums.
Instead of using the magic wand tool, have you tried the 'colour range' tool? This is found under the SELECT pull down menu.
It gives you the options of specifying a colour and then using a tolerance slider and the preview window, you can fine tune the amount of colour that is used to create the selection.
Also with the magic wand tool, there are options that allow you to set a tolerance also, it is just not as easy to see the selection as with the colour range tool.
You might also consider using a channel as a basis for creating a selection.
With the colour range tool, a little tip is to pre select as close as possible to the subject you are trying to isolate from the blue bg, with a standard lasso, or rectangular marquee selection. This limits the amount of data used when in the colour range tool and can make the results better.easier.
Hopefully, the blue variations are suttle enough that the colour range tool will do the job for you.
What version of PS are you using?
There is in later versions of PS the "Extract" command that might also be a good method for the problem you describe.
Lets us know how things work and if you have further questions
