Preheat the Grill: Begin by heating your grill to 425°F (220°C).
Prepare the Seasoning: In a small bowl, combine the kosher salt, smoked paprika, black pepper, cayenne pepper, onion powder, garlic powder, ground mustard, oregano, and white pepper. Adjust the amount of cayenne pepper to your desired spice level, starting with ¼ teaspoon and adding more as needed.
Prepare the Wings: Pat the chicken wings dry using paper towels. Drizzle the wings with avocado oil, ensuring they are lightly coated. Then, generously season the wings on all sides with the Cajun dry rub.
Grill the Wings: Place the seasoned wings directly onto the grill grates. Close the lid and grill the wings for 15-20 minutes, flipping them every 3-5 minutes to ensure they cook evenly and the skin crisps without burning. The wings are done when they reach an internal temperature of 175°F (80°C).
Serve and Enjoy: Serve the grilled wings with wedges of fresh lemon on the side for an extra burst of flavor.