For the sauce, combine the ingredients in a pot and simmer over medium low heat for 20-25 minutes. Blitz in a blender until completely smooth, and set aside.
Grill the Wings
In a large bowl toss together all the wing ingredients until coated evenly. Grill on indirect heat until cooked through, finish over direct heat to build char to your preference.
Finish
Remove the wings from the grill into a bowl, top with some of the sauce (maybe 1/2 cup) and toss to coat. Serve warm, and save any of the left over sauce in the fridge to use with any grilled chicken. Makes a great dipping sauce or condiment.