Pat the chicken wings dry with paper towels. Sprinkle with salt and pepper. Add the herbs and mayonnaise. Mix well to coat the wings evenly with the seasonings, herbs and mayo. Arrange in a covered container and allow to marinate for at least an hour.
Preheat the oven to 400F. If your oven has a "grill" setting, use it. A turbo broiler will work but please don't ask about oven toasters because I don't use them.
Place a rack over a tray (to catch the drippings); arrange the chicken wings on the rack so that they do not touch one another to ensure even cooking and browning.
Cook the chicken for 15 to 20 minutes (cooking time will vary depending on the size of the chicken wings, of course) or until cooked through and the skins are browned and crisp.
While the chicken wings cook, make the sauce by stirring together in a large mixing bowl (one that comes with a tight cover works best) the ketchup, jam, onion powder, hot sauce, steak sauce, salt, pepper and sugar or honey, if using.
Take the chicken out of the oven and throw into the mixing bowl with the sauce. Cover the bowl (if your mixing bowl doesn't come with a cover, use a plate larger than the rim of the bowl) and shake gently but thoroughly to coat the chicken wings with sauce.
Using kitchen tongs, lift each wing, shake off the excess sauce and arrange on a platter.
Spoon any leftover sauce over the chicken or serve on the side.
Serving suggestion: Pair the mayo-marinated grilled chicken wings with potato salad.