After you've smoked the wings a little bit to add the smoky flavor, remove the wing, take off the steel grate, remove the plate-setter (the ceramic convection shield), put the steel grate back on, and cook the wings directly over the charcoal heat. That will crisp them up.
Do you have these -
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Amazon.com : HEAVY DUTY GRID LIFTER : Garden & Outdoor
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I consider them essential Egg tools...