Pat the chicken wings dry very well and put them in a bowl. Add 2 tablespoons of the olive oil, kosher salt, pepper, and Tajin seasoning if using. Toss until evenly coated.
Set the smoker or pellet grill to 250 degrees. Put the wings on the grill grate and cook 2 hours total, flipping halfway through.
Put the remaining 2 tablespoons olive oil in a larger size bowl with the lime juice, honey, garlic, chili powder, paprika, cumin, cinnamon, cayenne pepper, and more kosher salt and pepper. Mix until combined, it will be very thick.
Remove the wings from the smoker or pellet grill and put them in the large bowl with the Mexican seasoning paste. Toss until the wings are combined and place them back on the smoker for another 30 minutes, or until the wings have an internal temperature above 165 degrees.
Serve the wings topped with crumbled cotija cheese, fresh chopped cilantro and/or lime wedges if desired.