1. Whisk the chili, sugar, cayenne, vinegar, 3 tablespoons oil, 1 tablespoon salt, and 1/4 teaspoon pepper in a bowl to make a thick paste. Put half the paste in a large re-sealable plastic bag.
2. Remove the wing tips and discard. Pat the wings dry. Add the wings to the bag and seal. Toss the wings in a bag to evenly coat with the mixture. Marinate at room temperature 30 minutes or refrigerate up to 2 hours.
3. Preheat a grill over medium-high heat. Lightly brush the grill grate with oil. Evenly arrange the wings on the grill, cook until crisp and just cooked through, 4 to 5 minutes per side. Brush the wings with the reserved rub and continue to grill until glazed, about 2 minutes more. Transfer the wings to a platter. Serve.
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