[Mithadan]

One of the later HoME volumes (10 I think but I'm not sure) modifies the Blue Wizards tale slightly. It is suggested that their purpose was to journey into the East and prevent Men from coming under the sway of Sauron. They may have set up psuedo-cults to oppose Sauron and HoME suggests they were at least partially successful and that matters would have been much worse during the War of the Ring if not for them.