Pat chicken wings dry and toss with oil in a large bowl.
Add smoked paprika, garlic powder, onion powder, cayenne, salt, and black pepper; mix until evenly coated.
Preheat grill to 350°F for indirect heat.
Arrange wings in a single layer on the grates.
Close lid and cook 25 minutes, then flip.
Meanwhile, whisk ketchup, vinegar, mustard powder, chili flakes, brown sugar, and Worcestershire in a saucepan over medium heat until thickened.
Continue cooking wings another 15–20 minutes until internal temperature reaches 175°F.
Transfer wings to a clean bowl, pour sauce over, and toss until fully coated.
Tip: Keep the grill lid closed as much as possible to maintain steady temperature and smoke.
Tip: Toss the wings while they are still hot so the glaze clings better.