Generously sprinkle the chicken with some salt and pepper. Let sit for 10 minutes, and then transfer to a large resealable plastic bag. Combine 1/2 cup of the apple cider vinegar, the vegetable oil, Worcestershire sauce, garlic and thyme in a glass measuring cup. Pour the mixture over the chicken and seal the bag, squeezing out as much air as possible. Place the bag in the refrigerator and allow the chicken to marinate for at least 2 hours and up to 8 hours.
Meanwhile, prepare the sauce. Combine the remaining 1/2 cup apple cider vinegar, the marmalade, mustard, sugar, salt and crushed red pepper flakes in a medium saucepan over medium-high heat. Bring to a simmer and cook until the sugar dissolves and the mixture is slightly thickened, about 10 minutes. Set aside until ready to use.
Prepare an outdoor charcoal grill to medium-high heat, placing the coals on one side of the grill for direct and indirect heat.
Remove the chicken from the marinade and pat dry. Grill the chicken on the direct heat until charred on all sides, about 8 minutes per side, turning and basting often. Finish the wings on the indirect heat side until an instant-read thermometer registers 160 degrees F, the wings will be golden and caramelized, about 15 minutes.
If you are traveling from a prep area to another grilling destination, pack an On the Go Grilling bag. Some suggested items to make the cooking cleaner and easier is to include things like heat-resistant gloves, matches, mini cutting board, salt, pepper towels, tongs, disposable gloves, paper towels, knife, trash bags, newspaper and kitchen shears or scissors.