Step 1: 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.
Step 2: Soak 2 cups applewood chips in water for 1 hour
Step 3: 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.
Step 4: 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.
Step 5: Drain the soaked wood chips and throw them directly on top of the coals.
Step 6: 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.
Step 7: 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.
Step 8: 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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