In a large bowl drizzle a little olive oil over wings. Season with black pepper and celery salt, toss and set aside.
In a second bowl combine tomato juice, vodka, brown sugar, hot sauce, horseradish, Worcestershire sauce, salt, pepper and lemon juice. Whisk together until completely combined. Reserve about 1-1/2 Cup of the mixture. Pour the rest over the chicken wings, making sure they are submerged. Cover and allow to marinate in the refrigerator for at least an hour.
Preheat your oven to 425˚.
Place wings on a baking sheet and place in the oven for 45 minutes.
In a small sauce plan place reserved sauce, bring to a simmer cover and allow to reduce by half.
In a small bowl mix all the dip ingredients together and set aside.
After wings are done cooking brush with reduced sauce, and broil for a couple of minutes.