Watch the Level 3: Blues Bends online guitar lesson by Jeff McErlain from Take 5: Blues Bends
I chose the progression to BB King's "The Thrill is Gone" specifically as it's not only a great tune, but we can use the half-step bends to outline the chord changes.
To do this, we step out of the minor pentatonic scale into a minor scale and get way deeper, and cooler. Here we can bend to a chord tone from a chord tone a half-step below. Here's where it gets good, as it can add an additional level emotion as we can play with the pitch of the ever important b3rd.