Cook
+
+
I usually dive the wings in some of the red hot 3/4 in the cooking and give em a last dip when they ready (make em rest for 2-3 minutes).
If you mix with the sauce straight before putting in the oven it'll burn since it can take considerable time for raw chicken to cook. and you want the chicken to be well cooked, to me that's one of the most important thing about chicken wings as a proper roast will melt the fat & hard tissues in around the wing will be easier to eat.
If you can't find or don't have the time to cook raw chicken and want proper buffalo wings just make sure you buy regular/unflavored frozen wings. You don't want to have the frozen sauce coating that you would usually find in those frozen buffalo wings. Same reasoning as above, the frozen coating will melt way before the wing is properly cooked resulting in the sauce burning and making a mess
(obviously this is all considering you oven bake them)