Heat about 1 1/2 inches of oil in a large skillet.
In a large bowl mix flour, salt, black pepper, chili powder, garlic powder and paprika together.
In another bowl, whisk the egg and milk. When the oil is hot enough, the chicken pieces and first dip them in the egg/milk mixture, then in the flour mixture. Fry a few at a time on both sides until chicken is cooked through and it's golden brown. Fry in batches until done.
While you're frying the chicken you can make the BBQ sauce, or you can make it well in advance. In a small sauce pan mix all the ingredients together and bring to a boil over medium heat. Reduce heat and simmer for another 15 minutes, stirring occasionally.
To serve chicken wings, place chicken pieces in a bowl then pour the sauce over the wings, then toss well so that each chicken piece is fully coated in the sauce.