Dry the wings. Pat the chicken wings thoroughly dry with paper towels. Place them in a large mixing bowl.
Season the chicken. Add the avocado oil and toss lightly. In a separate bowl, combine the smoked paprika, garlic powder, onion powder, kosher salt, black pepper, brown sugar, chili powder, and optional cayenne. Sprinkle the seasoning evenly over the wings and toss until coated.
Preheat the grill. Set up the grill for two-zone cooking at approximately 400–425°F. For gas, leave at least one burner off to create an indirect zone. For charcoal, bank the hot coals to one side of the grill.
Cook over indirect heat. Arrange the wings on the indirect side of the grill. Close the lid and cook for 20–25 minutes, flipping once halfway through.
Finish over direct heat. Move the wings over direct heat and grill for approximately 2–4 minutes per side, flipping as needed, until the skin is browned, crispy, and lightly charred. Move wings away from flare-ups as necessary.
Check the temperature. Insert an instant-read thermometer into the thickest meaty portion without touching bone. Chicken must reach at least 165°F. For the texture preferred in this recipe, continue cooking until approximately 175–185°F.
Make the honey BBQ butter. Combine the BBQ sauce, honey, melted butter, and apple cider vinegar until smooth.
Glaze the wings. Toss all or half of the cooked wings lightly in the honey BBQ butter.
Set the glaze. Return glazed wings to the indirect side of the grill for 2–3 minutes with the lid closed, just until the sauce becomes tacky.
Rest and serve. Remove the wings from the grill and rest for approximately 5 minutes. Serve dry, glazed, or both with your favorite dipping sauces.