Whisk together the chili powder, sugar, vinegar, oil, chipotle powder, 1 tablespoon salt and 1/2 teaspoon pepper in a bowl to make a thick paste. Put half the paste in a large resealable plastic bag.
Add the wings to the bag and seal. Massage the wings in the bag to evenly coat with the mixture. Set aside in the refrigerator to marinate for 1 to 2 hours.
Preheat a grill for cooking over medium-high heat; lightly brush the grates with oil. Grill the wings until the skin is crisp and they are 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 and serve.
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