Sorry I missed this thread...
Yes, I have smoked wings, and grilled them over coals. Either way, I cook them to the "almost done" point, then finish them in the oven...
Before the oven:
I make a mixture of olive oil, cumin, fresh crushed garlic, lime juice, Crystal hot sauce, jalapeno peppers (optional), Worcestershire sauce, melted butter (yes, I said butter), and a splash of oregano.
Melt the butter in an iron skillet and add the garlic (plus the optional jalapeno peppers). Sautee the mixture until it becomes unbearably delicious smelling, but not burned.
Pour this mixture, plus the rest of the ingredients, into a large rectangular Pyrex dish, then slop the wings around in it, totally covering them. Lightly sprinkle on some more oregano.
Install them in a 350* oven until bubbly done. Awesome.