You can cook both on the grill on the grill or in the grill, and on the grill in the oven, substituting a baking sheet under the grill.
During cooking, try to lubricate the wings at least 4-5 times with the remaining marinade.
If you cook on a grill on coals, try to keep the fire low. Because turkey wings are cooked for quite a long time, because they have an impressive size.
If you are grilling in the oven, I recommend cooking for 1 hour at t = 150 °C, and then raise the temperature to 200 ° C, turn on the top grill and brown the wings.