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For the marinade: Combine the cayenne, salt, granulated sugar and lime juice in a large bowl, then add the wings, tossing to coat. Marinate, refrigerated, for at least 2 hours and up to overnight. Allow the wings to come to room temperature for 30 minutes before cooking.
Soak 2 cups applewood chips in water for 1 hour
Set up your grill for indirect heat. If using a charcoal grill, build the coals on one side only. If using a gas grill, heat one side only.
For the Memphis dry rub: Combine the brown sugar, salt, granulated sugar, black pepper, paprika, chili powder, garlic powder, onion powder, cumin and cayenne in a small bowl. Any rub that is not used can be stored in a mason jar for up to 1 month.
Drain the soaked wood chips and throw them directly on top of the coals.
Remove the wings from the marinade, then place on the grate on the indirect side of the grill. Cover the grill with a lid and allow the wings to smoke for 25 to 30 minutes.
To finish, move the wings to the hot side of the grill to char, about 2 minutes per side. Remove the wings from the grill and add to a mixing bowl. Season liberally with the rub and toss to coat. Serve with Buttermilk Herb Dipping Sauce.
Buttermilk and Herb Dipping Sauce:
In a mixing bowl, whisk together the buttermilk, sour cream, cheese, parsley, chives, dill, garlic, lemon zest and juice and salt and pepper to taste. This makes a great salad dressing too--just thin it out with some more buttermilk!
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