Pat the wings completely dry with paper towels. Place on wire racks over a baking sheet and refrigerate uncovered for 2 hours to dry the skin.
Lightly coat the wings with avocado oil, then generously season every side with BBQ seasoning. Arrange back on the wire racks with space between each wing.
Preheat the pellet smoker to 400°F. Place the wire racks directly on the smoker. Cook 20 to 25 minutes, flip every wing, then continue another 25 to 35 minutes until the wings reach 195°F to 200°F internal.
While the wings cook, melt the butter in a saucepan and cook the garlic and ginger about 30 seconds. Stir in the orange preserves, gochujang, ketchup, honey, soy sauce, Worcestershire, apple cider vinegar, orange juice, orange zest, smoked paprika, onion powder, and black pepper. Simmer 8 to 10 minutes until thick and glossy, then remove from heat and stir in the sesame oil.
Transfer the hot wings to a large bowl, pour over the orange gochujang BBQ sauce, and toss until completely coated.
Arrange on a platter and top with toasted sesame seeds, fresh orange zest, and green onions if using. Serve immediately while the glaze is sticky and glossy.