Make the vinaigrette: whisk together the finely chopped shallot, lime juice, 1/2 cup toasted sesame oil, 1/2 cup vegetable oil, soy sauce, and honey or maple syrup; season with kosher salt and freshly ground black pepper to taste. Store chilled if making ahead.
Season the wings with kosher salt and freshly ground black pepper.
Place the seasoned wings in a large resealable plastic bag, add 1 cup of the vinaigrette, seal, and shake to coat. Chill for at least 2 hours or up to 1 day.
Prepare the grill and heat to medium.
Grill the wings, turning occasionally, until evenly charred and cooked through, about 8–10 minutes if separated or 12–15 minutes if left whole.
While the wings cook, toss the shishito peppers with 2 tablespoons vegetable oil and a pinch of salt and pepper in a medium bowl.
Grill the shishito peppers, turning occasionally, until blistered and charred in spots, about 3 minutes; transfer to the platter with the wings.
Scatter the thinly sliced red jalapeño or Fresno chile over the wings and peppers, then drizzle with 1/4 cup of the vinaigrette before serving.