Heat about 2-3 cups of oil (should be 3 inches deep) to 350 degrees in a dutch oven or high sided skillet.
Mix the flour and Cajun seasoning in a bowl. Coat the chicken wings in the flour mixture.
Add them to the oil, being careful not to over crowd the pan. Overcrowding the pan causes the temperature of the oil to drop too much and the wings will become soggy and greasy. You'll need to fry the wings in several batches.
Fry them for 2-3 minutes per side. Remove them from the oil and place them on paper towels to drain.
Once the wings are done, combine the remaining ingredients in a bowl and toss the wings in it.
Arrange them on a lined baking sheet and bake for 20-30 minutes, until golden brown and sizzling. Make sure the internal temperature has reached 165F.
Serve them hot.
Be careful not to overcrowd the pan when frying the wings. Overcrowding causes the temperature to drop and the wings may become soggy.
Add ¼ teaspoon of cayenne pepper to the sauce to make it spicier. Add more for more spice.
If you use a salt free Cajun seasoning, you will need to add 1-2 teaspoons of salt to the flour mixture and you may need to add a touch to the sauce (taste and see if you need any).
You can use chicken thighs or breasts (thighs are better) in place of the wings. You'll want to increase the fry time to 3-4 minutes a side.