Line a baking sheet with foil and paper towels. Rinse chicken wings and wipe completely dry with paper towels.
Heat grill and brush grates with vegetable oil using a paper towel and tongs.
Place chicken wings on grill and cook on medium high for 4 minutes. Flip the wings with tongs and brush grilled side with bbq sauce, cook for 3 minutes.
Flip chicken again, add bbq sauce to new side without sauce and cook for another 3 minutes. Remove from grill, allow to cool for at least 5-10 minutes and serve immediately.