Tough baked chicken wings can result from overcooking, high temperatures, insufficient moisture, trimming too much fat, incorrect cooking times, overcrowding the baking pan, low-quality chicken, and not allowing them to rest after cooking. To avoid toughness, be cautious about cooking time and temperature, use flavorful sauces for moisture, maintain the chicken's natural fat content, and ensure they are cooked to an internal temperature of 165°F.