Cut off wing tips, reserving for another use, and halve wings at joint. In a bowl whisk together oil, lemon juice, and salt, to taste. Add wings and stir to coat. Marinate wings, covered and chilled, at least 1 hour and up to 8 hours.
To make gai yang sauce: Wearing protective gloves, mince chiles. Mince garlic and in a small saucepan simmer with chiles and remaining ingredients, stirring occasionally, 10 minutes. Cool sauce to room temperature. The gai yang sauce may be made 1 day ahead, covered and chilled. Bring sauce to room temperature before serving.
Prepare grill. Drain wings in a colander and pat dry. Grill wings on an oiled rack set 5 to 6 inches over glowing coals until cooked through and golden brown, 8 to 10 minutes on each side. Serve wings with sauce.