In a small bowl combine the rub ingredients. Pat the wings dry, and then place them in one layer on a sheet pan. Sprinkle with the rub, working it in on both sides with your fingers. Refrigerate the wings, uncovered, to air dry for about 4 hours.
In a small saucepan over medium heat, combine the sauce ingredients. Stir until the butter melts, and then remove from the heat.
Prepare the grill for direct and indirect cooking over medium heat (350° to 450°F).
Grill the wings over direct medium heat, with the lid closed, until browned on both sides, 10 to 15 minutes, turning once or twice. Then move the wings over indirect medium heat and cook, with the lid closed, until the meat is no longer pink at the bone and the skin is crispy, 15 to 20 minutes more, turning once or twice and basting frequently with the sauce. Remove from the grill and brush with any remaining sauce. Serve warm or at room temperature.