Combine the olive oil, lime juice, jalapeño pepper, garlic, salt, and pepper in a large food storage bag. Add the chicken wings, seal the bag, and toss to coat well. Refrigerate for at least 2 hours or up to 24 hours. Remove the chicken from the refrigerator and let sit at room temperature while the oven preheats.

Preheat the oven to 400°F. Cook the chicken wings on a baking sheet for 20 minutes in the oven. Meanwhile, prepare the grill for direct heat and preheat to medium-high.

Combine the melted butter and hot sauce in a large mixing bowl.

Remove the wings from the oven, oil the grill grates, and grill the chicken wings for 2-3 minutes per side with the lid closed. Have the butter mixture next to the grill. As soon as the wings are done, remove them from the grill and place them directly in the bowl with the butter mixture. Toss to coat. Serve with vegetables and dressing.