To make the sauce, mix all of the ingredients together in a small pot set over low heat and stir constantly until the butter melts. Once the butter melts, whisk the sauce vigorously off the heat and set aside. It should remain liquid throughout the cooking process. If it starts to solidify, heat it up just enough to melt it, whisking all the time. You don't want this sauce to boil.
Using a sturdy chef's knife or poultry shears, cut off the wing tips and either discard or reserve (we usually freeze) for making chicken stock. Use the knife or sheers to separate the drumettes from the flats (the mid-joint wings).
Toss the wings with the vegetable oil and the salt, and arrange in one layer on the grill set over low heat. If you are using charcoal or wood, it will be very difficult to do this, so set your fire on one side of the grill and arrange the wings on the other side, away from the direct heat. You want them to cook slowly, with little or no sizzle. Cover the grill and cook like this for 30 minutes.
Turn the wings and paint with the Buffalo wing sauce. Close the grill and cook for another 30 minutes. Repeat the process, until the wings are done to your liking, this time painting the wings every 15 minutes or so. Make sure you have a little leftover sauce to toss the wings with at the end.