When I cook my wings in the oven, I bake them on a rack on a coockie sheet covered with tin foil. This keeps the wings out of the juices on the bottom of the pan. The tin foil makes for easy clean up. After baking them, I put them in a bowl and pour my own sauce over the top of them and shake the bowl a bit to get all the wings saucy... I dont have a problem with watery sauce because my sauce is pretty thick to begin with.
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