Add marinade ingredients to a blender, and blend until smooth. Pour over chicken wings in a medium bowl, cover, and refrigerate for at least 2 hours, up to overnight.
To grill: Heat a grill to medium heat. Oil grates with vegetable oil. Add wings and cook, turning occasionally, until skin is crisp and meat is cooked through, 15-20 minutes.
In the oven: Heat oven to 375 degrees F. Place a wire rack on a baking sheet. Place wings on rack and bake until nicely browned and cooked through, 50-60 minutes.
Squeeze lime over wings and serve hot.
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