In a saucepan, combine all the ingredients except the chicken. Bring to a boil, reduce the heat and simmer until syrupy. Let cool.
Cut each chicken wing through the joints into three pieces. Set aside the two large pieces and discard the wing tips.
In a large Pyrex dish or sealable plastic bag, add the chicken and the marinade. Cover the dish or seal the bag. Refrigerate for 8 to 24 hours.
Preheat the grill for 15 minutes, setting the burners to low.
Grill the chicken until the meat pulls easily from the bone, about 12 minutes per side.
With the rack in the middle position, preheat the oven to 180°C (350°F). Depending on the size of the wings, line 1 or 2 baking sheets with parchment paper.
Arrange half the chicken pieces on the baking sheet so they are not touching. Bake for about 20 minutes. Turn the chicken pieces and continue cooking for about 20 minutes. To crisp the skin, finish cooking under the broiler if necessary. Remove from the oven. Repeat for the remaining chicken pieces.