Heat oil in a medium saucepan over medium heat.

Add the onion and saute until starting to soften, about 5 minutes.

Add all of the remaining ingredients.

Bring to a boil then reduce to a simmer and continue simmering until reduced by half, about 15 minutes.

Remove from heat and let cool slightly.

Transfer sauce to a blender and puree until smooth.

Strain through a fine mesh sieve, pressing to remove the solids.

If sauce is too thin return it to the saucepan over low heat while cooking the wings. Do not let the sauce burn, though.