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In a medium saucepan, combine all of the hot wing sauce ingredients. Heat over medium heat until the butter is melted and the ingredients are incorporated. Whisk together and remove from the stove. Set aside.
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Preheat your grill to medium/high heat and make sure to set aside a portion for indirect cooking.
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When you buy fresh wings you usually get the whole wing. This includes the drumette, wingette and the tip.
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I use a sharp knife to cut each portion at the joint. It is easy to do and will save you a bunch of money. I usually throw away the tips as they do not contain that much meat. Plus they always fall through the grates.
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Add all of the wing parts to a zip top bag and add 1/4 cup of rub. Some wings are bigger than others and you may need up to 1/2 cup of rub to get everything coated.
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Place the wings directly over the medium/high heat and grill until they are browned on all sides. There is a lot of fat in chicken wings so make sure to constantly turn them or they will blacken easily. A little char is good, but a lot of char is bad.
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Once the wings are browned all of the way around, move them to the indirect part of the grill and continue to cook with the lid on for about 10 minutes. Check the thickest wing to see if the juices run clear. If not, add another 5 minutes. Make sure to cook the wings to 165 degrees to safely serve them. I like to cook the wings to about 190 for a perfectly crunchy skin and a moist wing.
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The best way to check the temperature is to use an instant read thermometer. Our favorite thermometer is the Thermoworks Thermapen MK4. If the MK4 is a little too pricey for you, they also offer a great affordable instant read thermometer with the Thermapop that has a 3-4 second reading time!
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Pour the wing sauce into a large bowl. When the wings are fully cooked remove them to the bowl with the wing sauce.
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Mix the wings in the sauce and serve.