Preheat your Masterbuilt Gravity Series grill to 350F-400F.
In a large bowl, combine all sauce ingredients and mix until well-combined. Season with black pepper to taste. Set aside.
In a small bowl, combine the cornstarch, seasonings, and lemon zest. Mix well.
In a large bowl, add the chicken wings and seasonings mixture. Toss until the chicken wings are well seasoned.
Place the chicken wings directly on the grill racks to cook for 4-5 minutes, until dry on one side, then flip to cook with grill lid down for another 4-5 minutes.
Place the chicken wings back in the large bowl, drizzle with the olive oil, and toss to combine.
Place back on the grill racks to cook another 5-6 minutes on each side, until deeply golden and crispy.
Enjoy the chicken wings warm with the pepperoncini sauce on the side!