Pat wings dry and place in a large bowl.
Place all ingredients for sweet and savory citrus wing rub in a separate bowl and work zest into spices with your fingers until well combined.
Sprinkle desired amount of rub over wings and work rub into all sides of meat very well. You'll use 1-2 Tbsp of rub for every pound of wings (I like a lot of seasoning, you may prefer less). Let seasoned wings stand at least 15 minutes, preferably 2 hours or up to overnight. If seasoning an hour or more ahead, store uncovered in the refrigerator until ready to cook.
Preheat oven to 400°f. Place an ovenproof wire rack over a rimmed sheet pan (it should fit inside) and spray with non-stick pan spray. Arrange seasoned wings on rack, leaving room between wings so that they aren't crowded. You may need more than one pan if you have a lot of wings.
Cook wings for 45-60 minutes, until crispy outside and cooked through inside. Internal temp needs to be 165°ff (I prefer wings a little more done at 175°f- they'll still be very moist).
Make Feta Cream Sauce (can be made ahead)
Combine all ingredients in a blender and whirl until smooth. Taste and adjust seasoning if needed. If it's too thick add a little more lemon juice. Chill until ready to serve.
Serve wings with feta cream sauce and enjoy!