Heat about 2-3 cups of oil (should be 3 inches deep) to 350°F in a Dutch oven or high sided skillet.
Mix the flour and Cajun seasoning in a bowl or plastic bag. Coat the chicken wings in the flour mixture and set them on a baking sheet, shaking off excess flour.
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 165°F.
Serve them hot.
Notes
Pat the chicken dry with paper towels before tossing them in the flour.
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. Increase the amount of cayenne for even 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). My homemade Cajun rub has salt so you don't need to add any.
You can use chicken thighs, legs or breasts (thighs and legs are better as they stay juicier) in place of the wings. You'll want to increase the fry time to 3-4 minutes a side.