In a large mixing bowl, combine the extra virgin olive oil, smashed garlic cloves, dried rosemary, chopped parsley, fresh lemon juice, black pepper, and kosher salt. Whisk together until well mixed.
Add the chicken wings to the bowl and toss them in the marinade until they are evenly coated. Cover the bowl with plastic wrap and let it marinate in the refrigerator for at least 30 minutes, or up to 2 hours for more intense flavor.
While the wings are marinating, heat the canola oil in a large skillet over medium heat. Add the thinly sliced yellow onions, along with 1 teaspoon of salt and ¼ teaspoon of black pepper. Sauté the onions until they are soft and golden brown, about 10-15 minutes. Remove from heat and set aside.
Preheat your oven to 450°F (232°C). If you are using a coal-fired grill, prepare it for cooking at high heat.
Line a baking sheet with parchment paper for easy cleanup. Arrange the marinated wings in a single layer on the baking sheet. Bake in the preheated oven for 25-30 minutes, flipping halfway through, until they are golden brown and crispy. If using a coal-fired grill, cook the wings for about 15-20 minutes, turning occasionally.
Once the wings are cooked, remove them from the oven and toss them with the sautéed onions. Make sure each wing is coated with the delicious onion mixture.
Transfer the wings to a serving platter and sprinkle with additional chopped parsley for a pop of color. Serve immediately and enjoy the incredible flavors of Anthonys Coal Fired Wings.