Step 1: Wash the wings and blot dry. Cut the wings into 3 sections through the joints. Scrape the meat from one end of the drumette section to the other to make a mini drumstick. Cut one end off the flat section. Remove the slenderest of the bones and scrape down the meat to make a mini drumstick. Discard the wing tip or freeze it for chicken stock.
Step 2: Place the marinade ingredients in a large mixing bowl and whisk to combine. Add the chicken wings, turning to coat with the marinade. Cover and refrigerate for 4 hours. (Alternatively, put the marinade and chicken wings in a large resealable plastic bag.)
Step 3: Prepare the Smoky Beer Barbecue Sauce: Heat the 3 tablespoons of peanut oil in a saucepan. Cook the shallots, ginger, and jalapeño over medium heat until lightly browned, 3 minutes, stirring with a wooden spoon. Stir in the ketchup, beer, lemon zest and juice, Worcestershire sauce, vinegar, honey, soy sauce, mustard, and water. Reduce the heat and gently simmer the sauce until thick and richly flavored, 10 to 15 minutes, stirring occasionally. Add salt and pepper to taste: the sauce should be highly seasoned.
Step 4: Set up your grill for indirect grilling and preheat to medium (350 degrees F). Brush and oil the grill grate. (Wings have a tendency to stick.)
Step 5: Arrange the wings on the grill away from the heat. Add wood chunks or chips to the coals. Smoke-roast the wings until the skin is crisp and brown and the meat is cooked through to the bone (make a little slit to check), 30 to 40 minutes, or as needed. Start brushing the wings with the Smoky Beer Barbecue Sauce the last 5 minutes. Transfer the wings to a platter and brush with sauce again. Sprinkle with chopped cilantro. Serve the remaining sauce on the side.