I hate frying anything in the house because of the grease smell, and we do not have an attached garage...and our garage doesn't even have power...so no frying outside with the little fry daddy, and I don't feel like loading up my 30 quart fryer for 2 dozen wings!
Two schools of thought here. I have smoked them for an hour and then sauced and baked them at 400° for 10 min., which turned out ok.
However, the method I use now yields really good results. I can't BELIEVE I never thought of this, but a friend of mine last summer fried some catfish this way...
I season and smoke the wings for about 1 hour.
Then I put an old cast iron 3 quart sauce pot right on the grate of my gas grill, and put 3" of oil in it. (a little less than one quart of oil)
Fire up the gasser outside in the garage or in the driveway, then when the oil is up to temp I fry the smoked wings for about 5 minutes, take them in the house and then coat them with the sauce!!
It works awesome, and:
No nasty grease smell in the house, and the wings take on the sauce a lot better when fried as opposed to baked!
Try it - works very well. You can use an old dutch oven, cast iron pan....whatever you have that you don't mind getting blackened a little by being inside the gas grill.