Rinse wings, pat dry, and cut apart at joints. Put in a resealable plastic bag with marinade. Seal and refrigerate, turning occasionally, at least 3 hours and up to overnight. Remove wings; reserve marinade.
Preheat oven to 500°. Line a large baking pan with aluminum foil and coat lightly with oil. Arrange wings skin side up and brush with reserved marinade.
Bake wings until golden brown, about 10 minutes. Turn over, brush with marinade, and bake another 5 to 6 minutes. Turn once more, brush with marinade, and bake until skin is brown and glossy, 2 to 4 minutes. Serve warm, with lime wedges.