Preheat oven to 400 degrees. Divide wings between 2 rimmed baking sheets. Drizzle each sheet with 4 1/2 teaspoons oil. Season each with 1/2 teaspoon salt and a pinch of pepper; toss to combine. Bake until cooked through, about 30 minutes.
Preheat grill to medium-high (if you are using a charcoal grill, coals are ready when you can hold your hand 5 inches above grill for just 3 to 4 seconds). Brush wings with barbecue sauce. Grill, turning and brushing with sauce occasionally, until heated through and marked by grill, 6 to 7 minutes. Serve immediately.