Position an oven rack in the top third of the oven. Preheat the oven to 450 degrees F. Line a baking sheet with foil.
Place the chicken wings on the prepared baking sheet. Toss with 2 tablespoons of the oil, 1 tablespoon of the salt and the black pepper. Bake until the wings are completely cooked through and just beginning to brown, about 25 minutes.
While the chicken wings bake, prepare the tequila lime sauce. Heat the remaining 1 tablespoon oil in a small saucepan over medium heat. Add the red onion, jalapeno and garlic and cook until softened, about 2 minutes. Season with the remaining 1/2 teaspoon salt. Add the cumin and coriander and cook until the spices are toasted and fragrant, an additional 1 minute. Add the tequila, lime juice, hot sauce and agave and bring to a boil. Continue to boil until thickened and slightly reduced, about 5 minutes. Melt in the butter and cook the sauce 1 minute more. Remove from the heat.
When the wings are cooked through and beginning to brown, remove the baking sheet and turn the oven to the broiler setting. Pour the sauce over the wings, toss to coat and put them back under the broiler to crisp, 2 to 3 minutes per side. Top with the cilantro and serve immediately with the Spicy Avocado Crema.
Put the crema, cilantro, lime juice, hot sauce, garlic, avocado and jalapeno in a food processor and process until completely smooth. Season with salt. Refrigerate in an airtight container until ready to serve. Can be made 1 day in advance.
Both the wings and spicy avocado crema have a medium level of spice. You can decrease the heat level by adding half the amount of jalapeno to both recipes or increase the heat by keeping the seeds in the jalapeno.