The next step is placing them on your preheated grill (medium-high heat) and cook for about 20 minutes. Turn the wings often to avoid burning them. The brown sugar in the seasoning mixture will caramelize and burn faster than you think.
You can reduce charing by placing a doubled sheet of tinfoil on the grill. This can be used as early in the process as you like, but I would recommend getting a little color on them before placing them on the foil.