Combine the orange juice, soy sauce, sherry, brown sugar, vinegar, orange zest, and star anise in a small saucepan and bring to a boil over moderate heat.
1/4 cup orange juice, 6 tbsp soy sauce, 2 tbsp dry Sherry, 1 tbsp brown sugar, 1 tbsp rice wine vinegar, 2 inch Orange zest, 1 whole star anise
Add the cornstarch mixture and cook for 1 minute, stirring constantly.
1 tsp cornstarch, 1/4 cup cold water
Remove from the heat and stir in the ginger, garlic, and optional cayenne.
1 tbsp ginger, 1 tbsp garlic, Cayenne pepper
Arrange the chicken wings in a single layer in a baking dish and pour the sauce over them.
3-4 lbs Chicken wings
Toss to thoroughly coat and bake in a preheated 400F (200C) oven, turning once and basting occasionally, until tender and browned, 30 to 40 minutes.