Combine first 8 ingredients (through lemon zest) in a large bowl, and whisk until combined. Pour over wings, transfer to a zip-top plastic bag, and marinate in the refrigerator for 1–4 hours.
Preheat oven to 425°.
Line a baking pan with foil. Spray foil with cooking spray; set aside.
Mix together Parmesan, parsley, and breadcrumbs in a shallow dish. Coat wings in breadcrumb mixture. Place on prepared pan.
Bake on lowest oven rack for 20 minutes, then turn and cook for 10 more minutes.
While wings are baking, combine dip ingredients in a small bowl. Serve the wings with the dip.
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