Place wings in a glass or plastic bowl. Pour hot sauce over the wings; cover bowl with plastic wrap. Marinate in the refrigerator, stirring occasionally to coat, 2 to 12 hours.
Preheat an outdoor grill for medium-high heat and lightly oil the grate.
Place wings on the grill. Cook, occasionally turning and coating with leftover marinade, until chicken is no longer pink in the center, about 10 minutes. Continue grilling and turning until browned, 5 to 7 minutes more.