Add the chicken wings to a shallow baking dish. Add the lemon juice, garlic, salt, pepper and give it all a stir and finish with the olive oil. Cover and refrigerate for at least 1 hour or up to overnight.
When ready to grill, remove the chicken wings from the fridge and using tongs remove the wings from the marinade and place on a baking sheet to take out to the grill.
Preheat your grill to hot. All the burners. Close the cover to allow to heat up.
Turn off center two burners (or 1, depending on grill). Leave outside burners set to hot. Place wings on the hot grill over center burners (that should be off) and/or on top shelf rack. Note the wings on the top rack will cook faster. Close the grill.
At no time should the wings ever be over direct heat/flame. We are indirect cooking them.
Check the wings at 15 minutes, just to be sure there are no wings too close to the direct flame, you can move around as needed if some get more heat, but don't flip yet. At this point the wings should still look somewhat pale, but not raw.
Check again at 30 minutes. At this point the top of the wings should have a nice, very light brown color. Flip all the wings over, the bottoms should be golden brown. Any wing that you can't pick up (stuck to the grill still) these may need another 5 minutes or so.
Check the wings at 45 minutes. Just to be sure nothing is getting too much heat. Swap any around as needed, if some are getting too much.
At 1 hour, have both a small and a medium sized bowl ready. Prepare the finishing sauce by adding all of the ingredients except the feta cheese, in a small mixing bowl. Whisk until well combined. Remove the wings in groups of 4-8. Place into the medium bowl and pour in some of the finishing sauce (don't drown the wings). Crumble in a tablespoon or two of feta cheese. Shake the wings really well to coat.
Place the coated wings on the top rack. If your grill doesn't have a top rack, place back in the center of the grill where the burners are off. Continue with remaining wings and continue adding the sauce until all are sauced and added back to the grill.
If all the wings are on the top rack turn on all burners to high. (If not, leave off the burners where the wings are) close the cover and in increments of 3-5 minutes, check the wings you are cooking until desired crispness is achieved. Remove from the grill, garnish as you would like and serve.
Notes
For paleo, Whole30, AIP - leave out the feta cheese and make dairy-free tzatziki. For AIP leave out black pepper, if you choose to.I always recommend sourcing pasture-raised chicken, from a local farmer, if you can. Organic is next best.We have our butcher leave the wing tip on the two piece wing bone, because Mark loves the crispiness.The amount of wings that you can cook at once will depend on your grill size, as you can't load up and crowd the grill with this cooking method. We find that 5lbs is the max on our standard sized-grill. This is with some wings on the top rack and some on the center of the grill.