Combine the yogurt, avocado, jalapeno, lime juice, 2 tablespoons water and 3/4 teaspoon salt in a blender and puree until smooth.
For the wings:
Preheat the oven to 425 degrees F. Generously oil 2 rimmed baking sheets.
Toss the wings with 2 teaspoons salt and a few grinds of pepper and divide them between the 2 prepared baking sheets, spreading them out into a single layer. Bake until very crispy, about 55 minutes.
While the wings cook, combine the pineapple preserves, ginger, lime juice, orange juice, cayenne and 1/2 teaspoon salt in a medium saucepan and bring to a boil over medium-high heat. Reduce the heat slightly and simmer briskly until the liquid becomes syrupy and is thick enough to coat the back of a spoon, about 8 minutes.
Transfer the baked wings to a large bowl and toss them with the citrus glaze and scallions. Serve with the dipping sauce.
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