Sorry for delay. You're right: normally sweet sauces and marinades burn when direct grilled. However, because the chicken wings are stretched out lengthwise, you shorten the grilling time and the likelihood of burning. (You also maximize the surface area exposed to the fire, resulting in more caramelization and flavor.) You start on medium-high heat, but back down to medium if the skin starts to brown too quickly. I always keep a grill shield on hand (folded sheet of aluminum foil), so if something starts to burn, I can insert it between the food and the fire.
Please send pictures--your photos are always so mouthwatering!