Prepare the grill for Direct Medium High Heat cooking, 450°–500°F. Preheat for 15 minutes and brush the grill grates clean.
Set the grill to 475°F. Preheat for 15 minutes and brush the grill grates clean.
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Mix the ingredients for the rub together in a small bowl.
In a large mixing bowl, coat the wings in the oil and toss with 3 tbsp of the rub (there will be more rub left over).
Cook the wings on the grill, lid closed, until browned and crisp, about 18 minutes, flipping halfway through.
While the wings cook, mix the hot sauce, Worcestershire, and 1 tsp of the rub in a small bowl. Cut the butter into small cubes and place in a large mixing bowl.
Brush the wings with some of the sauce, then flip and brush the other side. Close the lid and cook until the sauce sets, 1–2 minutes more. Add the remaining sauce to the bowl with the butter (there should be about ¼ cup left).
Once the sauce has baked onto the wings, transfer them to the bowl with the sauce and butter. Let them rest in the bowl for 5 minutes (see recipe tip).
After 5 minutes, toss the wings in the melted butter and sauce. Transfer the wings to a platter and make sure to scrape out the bowl for extra sauce to drizzle over the wings.
Recipe Tips
Giving the wings time to rest before tossing them in the sauce does two things: first, it allows some of the steam to escape from the wings, which helps the sauce stick to the wings. Second, it slowly melts the butter, creating a thicker, richer sauce for the wings.
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