Preheat the oven to 425℉. Layer a piece of parchment paper onto a baking sheet then place a wire rack on top of the parchment paper. Lightly grease the wire rack with a little oil to keep the wings from sticking.
Prep the wings. Using paper towels, pat the wings dry to remove any moisture. In a large mixing bowl, toss the wings with the avocado oil, salt, and black pepper.
Bake the wings. Spread out the wings in a single layer on the wire rack. Bake for 45-50 minutes or until crispy.
Make the glaze. While the wings are cooking, make the glaze. In a medium saucepan over medium heat, add the tequila, honey, lime juice, lime zest, minced garlic, cumin powder, ancho chili powder, salt, and black pepper. Bring the mixture to a simmer while whisking continuously for 15-20 minutes or until reduced and thickened with a jammy texture.
Set the glaze aside. Turn off the burner and let the glaze rest until the wings are ready. The glaze will thicken as it cools.
Remove the wings from the oven. Once the wings have reached a crispy golden brown color, remove the wings from the oven and add them to a large bowl.
Coat the wings. Pour the glaze on top of the wings, and toss until fully coated. Top with cilantro and lime wedges, if desired.