2 pounds chicken wings, tips removed and wings split
1 cup sliver tequila
1 teaspoon grated lime zest (from 2 limes) plus 6 tablespoons lime juice (from 4 limes)
1 teaspoon grated orange zest (from 1 orange) plus 1/2 cup orange juice (from 1 orange)
1 tablespoon agave nectar
6 to 8 pequin chile peppers, crushed (see Cook's Note)
Nonstick cooking spray
You can substitute 1/8 teaspoon smoked paprika picante for the pequin chiles.