Put the yogurt in a deep bowl and add the ingredients to the batter. Mix well, and drop the chicken in, coating them well—Marinate in the refrigerator for at least one hour, preferably overnight.
Put the coating ingredients in a large bag and shake them about to combine them. Have ready a sheet pan with a baking rack to hold the chicken.
Remove the chicken from the marinade and drop the pieces into the bag. Don't crowd them too much. Shake the bag to coat the chicken, remove the pieces, and put them on the baking rack. When all the pieces have been coated, put the chicken in the refrigerator to settle for about 30 minutes. Throw out the coating and batter.
In a heavy skillet, put the bacon fat and oil. The oil should go about 1/3 up the side of the pan; if you need more, add more. Heat the oil until it reaches 325 °F (163 °C). Remove the chicken from the refrigerator, and have a second sheet pan with a baking rack ready.
Place chicken skin side down into the pan. The oil should come halfway up the pan. Cook chicken until golden brown on each side, approximately 10 to 12 minutes per side. More importantly, the internal temperature should be right around 160 °F (71 °C) degrees. (Be careful to monitor the shortening temperature every few minutes.)
Drain chicken on a rack over a sheet pan. Don't drain by setting chicken directly on paper towels or brown paper bags.
While the chicken is frying, melt the butter. Whisk the hot sauce into the butter, mixing thoroughly. You want to whisk the mixture to reduce the temperature so the egg does not coddle when you add it. Whisk in the egg and make it into a smooth sauce.
Put the chicken wings into a large bowl, preferably with a cover. Pour over the sauce and toss to coat. If you have a cover for your bowl, shake it until all the pieces are coated.
Serve with blue cheese dressing and celery sticks on a nice platter. Enjoy!
For the Air Fryer
Add the hot sauce to the marinade to make these in the air fryer. Then, after coating the chicken, put it on a rack in the air fryer and set it to 400 °F (204 °C) for 12 minutes or until the wings reach 160 °F (71 °C) on an instant-read thermometer. You can sprinkle more hot sauce on them if they are not spicy enough for your liking. Sorry, there isn't any skinny for the dipping sauce.
Notes
You can reduce the calories in this recipe by using an air fryer to cook the chicken and substituting non-fat yogurt for the mayonnaise and sour cream.
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