Preheat oven to 400 degrees F. Line rimmed baking sheet with parchment paper. Set aside.
In a small saucepan over medium-high heat, melt butter for the sauce. Once melted, whisk in flour and cook approximately 1 minute until brown.
Stir in the rest of the sauce ingredients. Cook until thickened, approximately 1 to 2 minutes. Turn heat to low and keep warm.
In a large bowl, add chicken wings, melted butter for the wings, vegetable oil, salt and pepper. Toss to coat.
Add wings to the lined baking sheet. Brush with sauce.
Bake wings for 25 minutes, flipping and basting them with the sauce halfway through.
Remove from oven. Brush with a final layer of sauce. Broil 4 to 5 minutes until the skin is brown and crispy.
Garnish with sliced habaneros, and cilantro. Serve immediately.