Perfectly cooked in the grill with briquets, and some hickory chips. Get some browning and grill marks, then start lightly basting the wings, your want just a little sauce, not a ton.
Grilling in general is an art, and grilling small items requires patience and practice.
Use the Weber cracked pepper steak seasoning marinade on the wings for a half of a day. Then either make a sauce, or buy one you like, either way, it must be thin and used sparingly. Vincent prefers organic wings for the best flavor.