Coat the wings with the dry rub and place them on a baking sheet lined with parchment paper or tin foil that is lightly greased. Bake for 15 minutes, then remove the tray and flip over the wings. Bake for another 15 minutes.
Remove the baking sheet from the oven and turn it to broil. Place the top rack on the 2nd row, so it's not too close to the heating element.
Brush the tops of the wings with BBQ sauce and broil the wings for 3-5 minutes, until a bit of char begins to form. Remove the sheet, flip the wings over, brush the sauce on the tops. Broil again for 3-5 minutes.