Yes, you should oil your wings before grilling. In general, a light coating of oil helps prevent the wings from sticking to the grill grates and promotes a crispier texture. For this recipe, the marinade already includes olive oil, which serves the dual purpose of adding flavour and keeping the wings moist. However, if you’re looking for an extra layer of assurance against sticking, a quick brush of oil on the grill grates before you start cooking can be beneficial. This will ensure your wings come off the grill smoothly and maintain their deliciously crispy skin.