We have a Traeger smoker grill that came with a cookbook. I got the recipe from there, so of course it says to smoke them first. But if you don't have a smoker, I'm sure they will do just fine on the grill.
4 lbs chicken wings or legs
1 cup soy sauce
1 cup brown sugar
3/4 cup water
1/2 cup butter
1 Tbsp Dijon mustard
Wipe chicken with a damp paper towel. Cut off the tips of the wings or excess fat from the legs. Place in a shallow baking dish.
Combine soy sauce, brown sugar, water, butter, and mustard in a medium sauce pan. and cook on the stove over medium heat until the sugar is melted and the mixture is well blended. Let cool.
Pour cool mixture over chicken wings and refrigerate 4-6 hours (I've let them go longer too), turning periodically.
Spray grill with non-stick cooking spray. Place wings on grill on medium heat. Cook 12 minutes per side or until done. (Be careful not to burn the chicken, cook on lower heat, if necessary.)