Make the spice rub. Combine all the rub ingredients in a small bowl using a fork.
Marinate the chicken wings. Now add the chicken wings to a gallon-sized zip lock bag and pour the olive oil over the wings. Then add the spice rub, close the bag, and massage it all into the chicken. Let it marinate for at least 2 hours or overnight in the fridge.
Smoke them. Add the hickory pellets to your smoker and heat it to 225 degrees Fahrenheit. Place the marinated chicken wings directly onto the grill grates.
Cook the wings for about 2 hours, or until their internal temperature reads at least 165 degrees Fahrenheit on an instant-read thermometer. Remove the chicken wings from the grill and enjoy!