Brush grill rack with vegetable oil. Heat coals or gas grill for direct heat.
Cut each chicken wing at joints to make 3 pieces; discard tip. Mix remaining ingredients.
Grill chicken uncovered 4 to 6 inches from medium heat 20 to 25 minutes, brushing frequently with honey mixture and turning after 10 minutes, until juice of chicken is no longer pink when centers of thickest pieces are cut. Discard any remaining honey mixture.