Prepare your smoker according to manufactures directions. You will need enough wood for about 2 hours of smoking. I prefer hickory for this recipe.
Preheat smoker to it's lowest setting (I used the Smoke setting on my traeger which is about 165 degrees F). Toss your wings in dry rub spices so they are completely coated.
Add wings to smoker and smoke for 30 minutes on the lowest temperature setting (or about 165 degrees F). After 30 minutes, adjust the smoker temperature to 350 degrees F and continue to smoke your chicken wings for another 50 minutes. Finally, set your smoker to 375 and smoke the wings for a final 15 minutes to crisp up the skin.
While your wings are in the last cooking step, make the sauce. Add all sauce ingredients to a small sauce pan and heat over medium, whisking until combined.
Toss your finished wings in the sauce, and serve with ranch or bleu cheese dressing.
Chicken wings are small, so if you have any hot spots in your smoker, keep them away from that area as much as possible or you will have the equivalent of chicken burnt ends.
I have a Traeger pellet smoker, which is what I tested this recipe on. The times and temperatures should be universal for all smokers, but you know your smoker best, so use your best judgement depending on your situation.